get_level_factors

Retrieves all factors from a given level of the hierarchical structure that include the specified combination of blocks.

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

get_level_factors function

<dl><dt>factor_list</dt>
<dd>A named list of factors for each node (from <code>build_factor_structure</code>).</dd>
<dt>combination</dt>
<dd>Integer vector. Indices of the blocks involved in the current node.</dd>
<dt>level</dt>
<dd>Integer. The hierarchical level (i.e., the number of blocks involved).</dd></dl>

Arguments

Extract Factors at a Given Hierarchical Level — get_level_factors

<dl>

<dt>factor_list</dt>
<dd>A named list of factors for each node (from <code>build_factor_structure</code>).</dd>


<dt>combination</dt>
<dd>Integer vector. Indices of the blocks involved in the current node.</dd>


<dt>level</dt>
<dd>Integer. The hierarchical level (i.e., the number of blocks involved).</dd>

</dl>

get_level_factors: Extract Factors at a Given Hierarchical Level

Description

Usage

Value

Arguments