Package: MEFM 0.1.1

Zetai Cen

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
MEFM_0.1.1.zip(r-4.7)MEFM_0.1.1.zip(r-4.6)MEFM_0.1.1.zip(r-4.5)
MEFM_0.1.1.tgz(r-4.6-any)MEFM_0.1.1.tgz(r-4.5-any)
MEFM_0.1.1.tar.gz(r-4.7-any)MEFM_0.1.1.tar.gz(r-4.6-any)
MEFM_0.1.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
MEFM/json (API)

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

On CRAN:

Conda:

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

2.48 score 1 packages 8 scripts 615 downloads 7 exports 4 dependencies

Last updated from:773a3bf995. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK115
source / vignettesOK195
linux-release-x86_64OK118
macos-release-arm64OK91
macos-oldrel-arm64OK84
windows-develOK83
windows-releaseOK119
windows-oldrelOK73
wasm-releaseOK134

Exports:est_FMest_MEFMgen_MEFMmake_gammamake_xyqHatsigmaD_MEFM

Dependencies:RcppRcppEigenrTensortensorMiss

A-short-introduction-to-MEFM

Rendered fromA-short-introduction-to-MEFM.Rmdusingknitr::rmarkdownon May 22 2026.

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