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dfm-python


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Author: Minkey Chang
License: MIT
Summary: Dynamic Factor Model (DFM) estimation and forecasting in Python
Latest version: 0.6.14
Required dependencies: build | einops | hydra-core | matplotlib | numpy | pandas | pyarrow | pykalman | pytorch-lightning | scikit-learn | scipy | sktime | torch | twine
Optional dependencies: hydra-core | omegaconf | pytest | pytest-cov | scikit-learn | sktime | sqlalchemy

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