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.html , MEFM.pdf |
| Vignettes: |
A-short-introduction-to-MEFM (source, R code) |
| 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 |
| Reverse imports: | KOFM |
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