# Factor-Augmented Regression Scenarios

## Documentation for package ‘FARS’ version 0.8.0

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

## Help Pages

AIC.fars | AIC for a 'fars' Object
BIC.fars | BIC for a 'fars' Object
coef.fars | Coefficients for 'fars' Object
compute_density | Compute Skew-t Densities from Quantiles
compute_fars | Compute Factor Augmented Quantile Regressions
compute_stressed_factors | Compute Stressed Factors
correct_outliers | Correct Dataset Outliers
create_scenario | Create Stressed Scenarios
dep_variable | US GDP Growth Series
factors | Generic Function to Extract Estimated Factors
factors.mldfm | Extract Estimated Factors from a 'mldfm' Object
fitted.fars | Fitted Values for 'fars' Object
fitted.mldfm | Extract Fitted Values from a 'mldfm' Object
get_distribution | Generic Function to Extract Distribution
get_distribution.fars_density | Extract Distribution from a 'fars_density' Object
get_ellipsoids | Generic Function to Extract Ellipsoids
get_ellipsoids.fars_scenario | Get Ellipsoids from a 'fars_scenario' Object.
get_mldfm_list | Generic Function to Extract List of MLDFMs
get_mldfm_list.mldfm_subsample | Extract List of MLDFMs from a 'mldfm_subsample' Object
get_mldfm_model | Generic Function to Extract a Specific 'mldfm' Object
get_mldfm_model.mldfm_subsample | Extract a Specific 'mldfm' Object from a 'mldfm_subsample' Object
get_quantile_levels | Generic Function to Extract Quantile Levels
get_quantile_levels.fars | Extract Quantile Levels from a 'fars' Object
get_rq_model | Generic Function to Extract a Specific 'rq' Object
get_rq_model.fars | Extract a Specific 'rq' Object from a 'fars' Object
get_sigma_list | Generic Function to Get Sigma List
inflation_data | European Countries Inflation Series
loadings | Generic Function to Extract Factor Loadings
loadings.mldfm | Extract Factor Loadings from a 'mldfm' Object
logLik.fars | Log-Likelihoods for 'fars' Object
mf_data | Macro-Financial Database
mldfm | Multi-Level Dynamic Factor Model (MLDFM)
mldfm_subsampling | Subsampling Procedure for MLDFM Estimation
plot.fars | Plot Method for 'fars' Object
plot.fars_density | Plot Method for 'fars_density' Object
plot.fars_scenario | Plot Method for 'fars_scenario' Object
plot.mldfm | Plot Method for MLDFM object
plot.mldfm_subsample | Plot Method for 'mldfm_subsample' Object
predict.fars | Predict Method for 'fars' Object
print.fars | Print Method for 'fars' Object
print.fars_density | Print Method for 'fars_density' Object
print.fars_scenario | Print Method for 'fars_scenario' Object
print.mldfm | Print Method for 'mldfm' Object
print.mldfm_subsample | Print Method for 'mldfm_subsample' Object
quantile_risk | Extract Conditional Quantile from 'fars_density' Object
residuals.fars | Residuals for 'fars' Object
residuals.mldfm | Extract Residuals from a 'mldfm' Object
summary.fars | Summary Method for 'fars' Object
summary.fars_density | Summary Method for 'fars_density' Object
summary.fars_scenario | Summary Method for 'fars_scenario' Object
summary.mldfm | Summary Method for 'mldfm' Object
summary.mldfm_subsample | Summary Method for 'mldfm_subsample' Object