Package: MMEFM
Type: Package
Title: Multilevel Main Effects Matrix Factor Model Tools
Version: 0.1.1
Authors@R: person(given = "Kaixin", family = "Liu", email = "k.liu31@lse.ac.uk", role = c("aut", "cre"))
Description: Provides estimation, rank selection, and simulation for
        grouped matrix-valued time series using the Multilevel Main
        Effects Matrix Factor Model. The model separates global and
        local grand means, row and column main effects, and bilinear
        interaction components, allowing nonstationary main effects
        under suitable conditions. A circular-shift bootstrap is used
        to detect a shared global common component and screen
        participating groups on a stationary segment. The underlying
        methodology is developed in Liu, Lam and Cen (2026)
        <doi:10.48550/arXiv.2610.18335>.
License: MIT + file LICENSE
URL: https://github.com/kx-liu/MMEFM
BugReports: https://github.com/kx-liu/MMEFM/issues
Depends: R (>= 4.1.0)
Imports: parallel, stats
Suggests: testthat (>= 3.2.0), knitr, rmarkdown
VignetteBuilder: knitr
Encoding: UTF-8
Config/testthat/edition: 3
Config/roxygen2/version: 8.1.0
NeedsCompilation: no
Packaged: 2026-11-03 23:45:16 UTC; root
Author: Kaixin Liu [aut, cre]
Maintainer: Kaixin Liu <k.liu31@lse.ac.uk>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-11-03 21:08:26 UTC
RemoteUrl: https://github.com/cran/MMEFM
RemoteRef: HEAD
RemoteSha: c5ce0434e21f9fb0de56d00796029ee658f2704a