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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.
| Version: | 0.1.1 |
| Imports: | tensorMiss, stats |
| Suggests: | knitr, rmarkdown |
| Published: | 2024-06-06 |
| DOI: | 10.32614/CRAN.package.MEFM |
| Author: | Zetai Cen [aut, cre] |
| Maintainer: | Zetai Cen <z.cen at lse.ac.uk> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | TimeSeries |
| CRAN checks: | MEFM results |
| Reference manual: | MEFM.pdf |
| Vignettes: |
A-short-introduction-to-MEFM |
| Package source: | MEFM_0.1.1.tar.gz |
| Windows binaries: | r-devel: MEFM_0.1.1.zip, r-release: MEFM_0.1.1.zip, r-oldrel: MEFM_0.1.1.zip |
| macOS binaries: | r-release (arm64): MEFM_0.1.1.tgz, r-oldrel (arm64): MEFM_0.1.1.tgz, r-release (x86_64): MEFM_0.1.1.tgz, r-oldrel (x86_64): MEFM_0.1.1.tgz |
Please use the canonical form https://CRAN.R-project.org/package=MEFM to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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