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.

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

Documentation:

Reference manual: MEFM.pdf
Vignettes: A-short-introduction-to-MEFM

Downloads:

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

Linking:

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