Other packages > Find by keyword >

FARS  

Factor-Augmented Regression Scenarios
View on CRAN: Click here


Download and install FARS package within the R console
Install from CRAN:
install.packages("FARS")

Install from Github:
library("remotes")
install_github("cran/FARS")

Install by package version:
library("remotes")
install_version("FARS", "0.7.1")



Attach the package and use:
library("FARS")
Maintained by
Gian Pietro Bellocca
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-04-03
Latest Update: 2025-07-16
Description:
Provides a comprehensive framework in R for modeling and forecasting economic scenarios based on multi-level dynamic factor model. The package enables users to: (i) extract global and block-specific factors using a flexible multilevel factor structure; (ii) compute asymptotically valid confidence regions for the estimated factors, accounting for uncertainty in the factor loadings; (iii) estimate factor-augmented quantile regressions; (iv) recover full predictive densities from these quantile forecasts; and (v) estimate the density when the factors are stressed.
How to cite:
Gian Pietro Bellocca (2025). FARS: Factor-Augmented Regression Scenarios. R package version 0.7.1, https://cran.r-project.org/web/packages/FARS. Accessed 04 Jul. 2026.
Previous versions and publish date:
0.1.0 (2025-04-03 17:10), 0.2.0 (2025-05-08 12:40), 0.3.0 (2025-05-22 12:50), 0.4.0 (2025-06-13 10:20), 0.5.0 (2025-07-16 10:50), 0.6.0 (2025-10-07 17:30), 0.6.1 (2025-10-08 12:40), 0.7.0 (2025-10-26 20:50), 0.7.1 (2025-11-05 12:40)
Other packages that cited FARS R package
View FARS citation profile
Other R packages that FARS depends, imports, suggests or enhances
Complete documentation for FARS
Functions, R codes and Examples using the FARS R package
Full FARS package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

SurvCorr  
Correlation of Bivariate Survival Times
Estimates correlation coefficients with associated confidence limits for bivariate, partially censo ...
Download / Learn more Package Citations See dependency  
missCompare  
Intuitive Missing Data Imputation Framework
Offers a convenient pipeline to test and compare various missing data imputation algorithms on simu ...
Download / Learn more Package Citations See dependency  
musica  
Multiscale Climate Model Assessment
Provides functions allowing for (1) easy aggregation of multivariate time series into custom time sc ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
multiwayvcov  
Multi-Way Standard Error Clustering
Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelb ...
Download / Learn more Package Citations See dependency  
PELVIS  
Probabilistic Sex Estimate using Logistic Regression, Based on VISual Traits of the Human Os Coxae
An R-Shiny application implementing a method of sexing the human os coxae based on logistic regressi ...
Download / Learn more Package Citations See dependency  

27,653

R Packages

236,180

Dependencies

73,674

Author Associations

27,536

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA