1. Model generation and estimation | 2. Asymptotic normality of grand mean and main effect estimators | 3. Asymptotic normality of estimated loading matrix rows | 4. Comparison with traditional factor models | References
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:
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✨
DESCRIPTION
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:773a3bf995. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 111 | ||
| source / vignettes | OK | 163 | ||
| linux-release-x86_64 | OK | 112 | ||
| macos-release-arm64 | OK | 88 | ||
| macos-oldrel-arm64 | OK | 87 | ||
| windows-devel | OK | 87 | ||
| windows-release | OK | 119 | ||
| windows-oldrel | OK | 71 | ||
| wasm-release | OK | 97 |
Exports:est_FMest_MEFMgen_MEFMmake_gammamake_xyqHatsigmaD_MEFM
Dependencies:RcppRcppEigenrTensortensorMiss
