DTFM
Distributed Online Covariance Matrix Tests for Truncated Factor Model
The truncated factor model is a statistical model designed to handle specific data structures in data analysis. 'DTFM' is a powerful tool designed to efficiently process and analyze distributed datasets. The philosophy of the package is described in Guo et al. (2023) <doi:10.1007/s00180-022-01270-z>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.5 |
rolling source/ R- | DTFM_0.1.5.tar.gz |
3.7 MiB |
0.1.5 |
latest source/ R- | DTFM_0.1.5.tar.gz |
3.7 MiB |
0.1.5 |
2026-04-09 windows/windows R-4.5 | DTFM_0.1.5.zip |
4.0 MiB |