Dataset from the Novel Forests of Singapore
The raw dataset and model used in Lai et al. (2021)
Decoupled responses of native and exotic tree diversities to
distance from old-growth forest and soil phosphorous in
novel secondary forests. Applied Vegetation Science, 24, e12548.

NOVEL Integration of the Sample and Thresholded (NOVELIST)
Correlation and Covariance Estimators
Estimate Large correlation and covariance matrices and their inverses using
integration of the sample and thresholded correlation and covariance estimators.

The library contains R-functions to perform the
regression depth method (RDM) to binary regression to approximate
the amount of overlap, i.e. the minimal number of observations
that need to be removed such that the reduced data set has no longer overlap.

The library contains R-functions to perform the regression
depth method (RDM) to binary regression to approximate the
amount of overlap, i.e. the minimal number of observations that
need to be removed such that the reduced data set has no longer
overlap.

c(
person("Daniel", "Hopp", email = "daniel.hopp@un.org", role = c("aut", "cre")),
person("Fernando", "Cantu", email = "fernando.cantu@un.org", role = c("aut"))
)
Run dynamic factor models (DFM) in R. Adapted from Bok et al. (2017) <https://www.newyorkfed.org/medialibrary/media/research/staff_reports/sr830.pdf>. The package provides the ability to estimate a DFM model, obtain predictions from estimated models, and obtain the impact of new data releases on model predictions.
Daniel Hopp [aut, cre],
Fernando Cantu [aut]

Nowcasting Analysis and Create Real-Time Data Basis
c( person("Guilherme","Branco Gomes",email = "guilherme.branco@fgv.br",role=c("aut","cre")),
person("Pedro","Costa Ferreira",email = "pedro.guilherme@fgv.br",role=c("aut")),
person("Daiane", "Mattos", email = "daiane.mattos@fgv.br",role=c("aut"))
)
Methods and tools for 'forecast' the current state (nowcast) of Brazilian economic time series. It allows extract information in real time, creating a real time data base; estimate relationship between macroeconomic variables via estimation of dynamic factors; forecast time series in previous periods of reference; forecast time series in the current period of reference (nowcasting); recreate a data base simulating the information available in the past for evaluating forecasting models accuracy.  The econometric framework we follow is proposed in Giannone et al. (2008) <doi:10.1016/j.jmoneco.2008.05.010>.
RCurl, httr, DBI, RMySQL, matlab, stringr, seasonal, corpcor,
zoo, xts
Guilherme Branco Gomes [aut, cre],
Pedro Costa Ferreira [aut],
Daiane Mattos [aut]