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dynamic-factor-analysis

Here are 3 public repositories matching this topic...

briangodwinlim / DynamicFactorAnalysis

A Python package for dynamic factor analysis

statistics econometrics bayesian-inference dynamic-factor-analysis

Updated Mar 10, 2026
Python

manuhuth / hidiTS

We conduct simulation studies on dynamic factor analysis using maximum-likelihood and principal-component estimators.

high-dimensional-data factor-analysis dynamic-factor-analysis high-dimensional-regression

Updated Feb 25, 2021
R

omzeybek / DFA

dynamic-factor-analysis marss

Updated Oct 11, 2018
R

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