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:
RMFM_1.1.0.tar.gz
RMFM_1.1.0.tar.gz(r-4.7-arm64)RMFM_1.1.0.tar.gz(r-4.7-x86_64)RMFM_1.1.0.tar.gz(r-4.6-arm64)RMFM_1.1.0.tar.gz(r-4.6-x86_64)
RMFM_1.1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
RMFM/json (API)
| # Install 'RMFM' in R: |
| install.packages('RMFM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:ed58acdc6c. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 188 | ||
| linux-devel-x86_64 | OK | 136 | ||
| source / vignettes | OK | 190 | ||
| linux-release-arm64 | OK | 149 | ||
| linux-release-x86_64 | OK | 140 | ||
| wasm-release | OK | 104 |
Exports:ER.RMFMgendata_rmfmRMFM
Dependencies:CholWishartCOAPglueirlbaLaplacesDemonlatticeMASSMatrixMixMatrixRcppRcppArmadillo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Select the structure dimension of factor matrix | ER.RMFM |
| Generate simulated data | gendata_rmfm |
| Fit the high-dimensional robust matrix factor model | RMFM |
