R: Convergence and Dynamic Factor Models

# Convergence and Dynamic Factor Models

## Documentation for package ‘convergenceDFM’ version 0.3.2

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

build_cluster_map | Build a fallback sector-to-cluster map
choose_var_lag | Select optimal VAR lag order with multiple criteria
compute_wedge | Construct the transformation wedge W = Phi - V = K * G' - p
deltaR2_ou | Incremental R-squared from X in OU model
diagnose_data | Diagnose and prepare data matrices
estimate_DFM | Estimate Dynamic Factor Model with VAR dynamics
estimate_factor_OU | Estimate Factor Ornstein-Uhlenbeck / AR(1) model (Stan if available)
make_X_innovations | Extract X innovations (reduced-form VAR residuals)
placebo_values | Aggregate-preserving placebo values (negative controls for gravitation)
plot_error_correction_panel | Plot error correction panel
read_cpi | Read CPI data from an Excel file
rescue_short_run_channel | Rescue short-run channel test
rotation_null_test | Null hypothesis test for X->Y factor coupling
row_norm1 | Normalize matrix rows to sum to one
run_complete_factor_analysis_robust | Complete factor-OU convergence analysis pipeline
run_convergence_robustness_tests | Run comprehensive robustness test suite
run_rotation_null_on_results | Run the coupling null test on complete analysis results
select_optimal_components_safe | Select optimal number of PLS components with cross-validation
test_cointegration_control | Classical cointegration control (Johansen trace or eigen)
test_jackknife_sectors | Delete-one-sector jackknife of the X->Y coupling
test_leave_cluster_out | Leave-cluster-out robustness of the X->Y coupling
test_permutation_robustness | Permutation-based robustness test for X->Y coupling
test_reweighting_robustness | Reweighting-based robustness test
to_num_commas | Convert localized number strings to numeric
visualize_factor_dynamics | Visualize factor dynamics comprehensively
visualize_factor_dynamics_simple | Simple factor dynamics visualization
wedge_stationarity | Per-sector and panel stationarity / mean-reversion of the wedge