Dynamic Factor Models #55
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Codecov ReportAttention: Patch coverage is
Additional details and impacted files@@ Coverage Diff @@
## master #55 +/- ##
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- Coverage 95.57% 70.67% -24.90%
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Files 14 19 +5
Lines 2192 2974 +782
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+ Hits 2095 2102 +7
- Misses 97 872 +775 ☔ View full report in Codecov by Sentry. |
returns the shocks covariance matrix given a model and parameters
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Add support for statistical time series models, such as DFM.
Relevant solvers are implemented in StateSpaceEcon PR 52