Package: RMFM 1.1.0

Wei Liu

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.

Authors:Wei Liu [aut, cre]

RMFM_1.1.0.tar.gz
RMFM_1.1.0.tar.gz(r-4.5-noble)RMFM_1.1.0.tar.gz(r-4.4-noble)
RMFM_1.1.0.tgz(r-4.4-emscripten)RMFM_1.1.0.tgz(r-4.3-emscripten)
RMFM.pdf |RMFM.html
RMFM/json (API)

# Install 'RMFM' in R:
install.packages('RMFM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascppopenmp

1.00 score 3 exports 11 dependencies

Last updated 18 days agofrom:ed58acdc6c. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKNov 26 2024
R-4.5-linux-x86_64OKNov 26 2024

Exports:ER.RMFMgendata_rmfmRMFM

Dependencies:CholWishartCOAPglueirlbaLaplacesDemonlatticeMASSMatrixMixMatrixRcppRcppArmadillo