# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "FARS" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'FARS: Factor-Augmented Regression Scenarios'
version: 0.8.0
identifiers:
- type: doi
  value: 10.32614/CRAN.package.FARS
abstract: 'Provides a comprehensive framework in R for modeling and forecasting economic
  scenarios based on multi-level dynamic factor model. The package enables users to:
  (i) extract global and group-specific factors using a flexible multi-level factor
  structure; (ii) compute asymptotically valid confidence regions for the estimated
  factors, accounting for uncertainty in the factor loadings; (iii) obtain estimates
  of the parameters of the factor-augmented quantile regressions together with their
  standard deviations; (iv) recover full predictive conditional densities from estimated
  quantiles; (v) obtain risk measures based on extreme quantiles of the conditional
  densities; (vi) estimate the conditional density and the corresponding extreme quantiles
  when the factors are stressed.'
authors:
- family-names: Bellocca
  given-names: Gian Pietro
  email: gbellocc@est-econ.uc3m.es
- family-names: Garrón
  given-names: Ignacio
- family-names: Rodríguez-Caballero
  given-names: Vladimir
- family-names: Ruiz
  given-names: Esther
preferred-citation:
  type: article
  title: 'FARS: Factor Augmented Regression Scenarios in R'
  authors:
  - family-names: Bellocca
    given-names: Gian Pietro
    email: gbellocc@est-econ.uc3m.es
  - family-names: Garrón
    given-names: Ignacio
  - family-names: Rodríguez-Caballero
    given-names: Vladimir
  - family-names: Ruiz
    given-names: Esther
  journal: arXiv preprint
  year: '2025'
  notes: arXiv:2507.10679
  url: https://arxiv.org/abs/2507.10679
repository: https://cran.r-universe.dev
commit: 876d80b08e7b289edc7acd54a14c1f93c97dd35b
url: https://arxiv.org/abs/2507.10679
date-released: '2026-02-17'
contact:
- family-names: Bellocca
  given-names: Gian Pietro
  email: gbellocc@est-econ.uc3m.es