Reads and writes 'ARFF' files. 'ARFF' (Attribute-Relation
    File Format) files are like 'CSV' files, with a little bit of added
    meta information in a header and standardized NA values. They are
    quite often used for machine learning data sets and were introduced
    for the 'WEKA' machine learning 'Java' toolbox. See
    <https://waikato.github.io/weka-wiki/formats_and_processing/arff_stable/>
    for further info on 'ARFF' and for
    <http://www.cs.waikato.ac.nz/ml/weka/> for more info on 'WEKA'.
    'farff' gets rid of the 'Java' dependency that 'RWeka' enforces, and
    it is at least a faster reader (for bigger files). It uses 'readr' as
    parser back-end for the data section of the 'ARFF' file. Consistency
    with 'RWeka' is tested on 'Github' and 'Travis CI' with hundreds of
    'ARFF' files from 'OpenML'.

Handy functions and data to support the course book 'Empirical Research in Accounting: Tools and Methods' (1st ed.). Chapman and Hall/CRC. <doi:10.1201/9781003456230> and <https://iangow.github.io/far_book/>.

Allows the user to execute interactively radial data envelopment analysis models. The user has the ability to upload a data frame, 
    select the input/output variables, choose the technology assumption to adopt and decide whether to run an input or an output oriented model. 
    When the model is executed a set of results are displayed which include efficiency scores, peers' determination, scale efficiencies' evaluation 
    and slacks' calculation. Fore more information about the theoretical background of the package, 
    please refer to Bogetoft & Otto (2011) <doi:10.1007/978-1-4419-7961-2>.

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.