Package: MEFM 0.1.1

MEFM: Perform MEFM Estimation on Matrix Time Series

To perform main effect matrix factor model (MEFM) estimation for a given matrix time series as described in Lam and Cen (2024) <doi:10.48550/arXiv.2406.00128>. Estimation of traditional matrix factor models is also supported. Supplementary functions for testing MEFM over factor models are included.

Authors:Zetai Cen [aut, cre]

MEFM_0.1.1.tar.gz
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MEFM_0.1.1.tgz(r-4.4-any)MEFM_0.1.1.tgz(r-4.3-any)
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MEFM.pdf |MEFM.html✨
MEFM/json (API)

# Install 'MEFM' in R:
install.packages('MEFM', repos = c('https://zerokgkg1368.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.00 score 7 scripts 485 downloads 7 exports 4 dependencies

Last updated 6 months agofrom:773a3bf995. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 04 2024
R-4.5-winOKNov 04 2024
R-4.5-linuxOKNov 04 2024
R-4.4-winOKNov 04 2024
R-4.4-macOKNov 04 2024
R-4.3-winOKNov 04 2024
R-4.3-macOKNov 04 2024

Exports:est_FMest_MEFMgen_MEFMmake_gammamake_xyqHatsigmaD_MEFM

Dependencies:RcppRcppEigenrTensortensorMiss

A-short-introduction-to-MEFM

Rendered fromA-short-introduction-to-MEFM.Rmdusingknitr::rmarkdownon Nov 04 2024.

Last update: 2024-06-07
Started: 2024-06-07