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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.1 |
rolling linux/jammy R-4.5 | MEFM_0.1.1.tar.gz |
55.3 KiB |
0.1.1 |
rolling linux/noble R-4.5 | MEFM_0.1.1.tar.gz |
55.1 KiB |
0.1.1 |
rolling source/ R- | MEFM_0.1.1.tar.gz |
21.8 KiB |
0.1.1 |
latest linux/jammy R-4.5 | MEFM_0.1.1.tar.gz |
55.3 KiB |
0.1.1 |
latest linux/noble R-4.5 | MEFM_0.1.1.tar.gz |
55.1 KiB |
0.1.1 |
latest source/ R- | MEFM_0.1.1.tar.gz |
21.8 KiB |
0.1.1 |
2026-04-26 source/ R- | MEFM_0.1.1.tar.gz |
21.8 KiB |
0.1.1 |
2026-04-23 source/ R- | MEFM_0.1.1.tar.gz |
21.8 KiB |
0.1.1 |
2026-04-09 windows/windows R-4.5 | MEFM_0.1.1.zip |
59.6 KiB |
0.1.1 |
2025-04-20 source/ R- | MEFM_0.1.1.tar.gz |
21.8 KiB |