compute_subsample

Selects a random subset of columns within each block of the input data matrix.

internal

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 group-specific factors using a flexible multi-level factor structure; (ii) compute asymptotically valid confidence regions for the estimated factors, accounting for uncertainty in the factor loadings; (iii) obtain estimates of the parameters of the factor-augmented quantile regressions together with their standard deviations; (iv) recover full predictive conditional densities from estimated quantiles; (v) obtain risk measures based on extreme quantiles of the conditional densities; (vi) estimate the conditional density and the corresponding extreme quantiles when the factors are stressed.

Gian Pietro Bellocca

FARS

Factor-Augmented Regression Scenarios

Ignacio Garrón

Vladimir Rodríguez-Caballero

Esther Ruiz

compute_subsample function

<dl><dt>data</dt>
<dd>A numeric matrix or data frame containing the original data.</dd>
<dt>block_ind</dt>
<dd>Integer vector specifying the end indices of each block. If <code>NULL</code>, assumes a single block spanning all columns.</dd>
<dt>n</dt>
<dd>Integer specifying the number of blocks.</dd>
<dt>sample_size</dt>
<dd>Numeric between 0 and 1 specifying the proportion of columns to sample within each block. Defaults to 1 (all columns).</dd>
<dt>seed</dt>
<dd>Optional integer. Seed for reproducibility of the column sampling. If <code>NULL</code>, sampling is random.</dd></dl>

Arguments

Compute Subsample of Data by Block — compute_subsample

<dl>

<dt>data</dt>
<dd>A numeric matrix or data frame containing the original data.</dd>


<dt>block_ind</dt>
<dd>Integer vector specifying the end indices of each block. If <code>NULL</code>, assumes a single block spanning all columns.</dd>


<dt>n</dt>
<dd>Integer specifying the number of blocks.</dd>


<dt>sample_size</dt>
<dd>Numeric between 0 and 1 specifying the proportion of columns to sample within each block. Defaults to 1 (all columns).</dd>


<dt>seed</dt>
<dd>Optional integer. Seed for reproducibility of the column sampling. If <code>NULL</code>, sampling is random.</dd>

</dl>

compute_subsample: Compute Subsample of Data by Block

Description

Usage

Value

Arguments