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:
MEFM_0.1.1.tar.gz
MEFM_0.1.1.zip(r-4.5)MEFM_0.1.1.zip(r-4.4)MEFM_0.1.1.zip(r-4.3)
MEFM_0.1.1.tgz(r-4.4-any)MEFM_0.1.1.tgz(r-4.3-any)
MEFM_0.1.1.tar.gz(r-4.5-noble)MEFM_0.1.1.tar.gz(r-4.4-noble)
MEFM_0.1.1.tgz(r-4.4-emscripten)MEFM_0.1.1.tgz(r-4.3-emscripten)
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 5 months agofrom:773a3bf995. Checks:OK: 7. Indexed: yes.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Nov 04 2024 |
R-4.5-win | OK | Nov 04 2024 |
R-4.5-linux | OK | Nov 04 2024 |
R-4.4-win | OK | Nov 04 2024 |
R-4.4-mac | OK | Nov 04 2024 |
R-4.3-win | OK | Nov 04 2024 |
R-4.3-mac | OK | Nov 04 2024 |
Exports:est_FMest_MEFMgen_MEFMmake_gammamake_xyqHatsigmaD_MEFM
Dependencies:RcppRcppEigenrTensortensorMiss