RMFM
Robust Matrix Factor Model
We introduce a robust matrix factor model that explicitly incorporates tail behavior and employs a mean-shift term to avoid efficiency losses through pre-centering of observed matrices. More details on the methods related to our paper are currently under submission. A full reference to the paper will be provided in future versions once the paper is published.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.0 |
rolling linux/jammy R-4.5 | RMFM_1.1.0.tar.gz |
121.0 KiB |
1.1.0 |
rolling linux/noble R-4.5 | RMFM_1.1.0.tar.gz |
125.6 KiB |
1.1.0 |
rolling source/ R- | RMFM_1.1.0.tar.gz |
11.1 KiB |
1.1.0 |
latest linux/jammy R-4.5 | RMFM_1.1.0.tar.gz |
121.0 KiB |
1.1.0 |
latest linux/noble R-4.5 | RMFM_1.1.0.tar.gz |
125.6 KiB |
1.1.0 |
latest source/ R- | RMFM_1.1.0.tar.gz |
11.1 KiB |
1.1.0 |
2026-04-26 source/ R- | RMFM_1.1.0.tar.gz |
11.1 KiB |
1.1.0 |
2026-04-23 source/ R- | RMFM_1.1.0.tar.gz |
11.1 KiB |
1.1.0 |
2026-04-09 windows/windows R-4.5 | RMFM_1.1.0.zip |
532.4 KiB |
1.1.0 |
2025-04-20 source/ R- | RMFM_1.1.0.tar.gz |
11.1 KiB |