Package: RMFM
Type: Package
Title: Robust Matrix Factor Model
Version: 1.1.0
Date: 2024-11-23
Authors@R: 
    c(person(given = "Wei",
             family = "Liu",
             role = c("aut", "cre"),
             email = "liuwei8@scu.edu.cn"))
Author: Wei Liu [aut, cre]
Maintainer: Wei Liu <liuwei8@scu.edu.cn>
Description: 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.
License: GPL-3
Depends: irlba, R (>= 3.5.0)
Imports: stats, LaplacesDemon, MixMatrix, COAP, Rcpp (>= 1.0.10)
Suggests: knitr, rmarkdown
LinkingTo: Rcpp, RcppArmadillo
Encoding: UTF-8
RoxygenNote: 7.3.2
NeedsCompilation: yes
Packaged: 2026-10-26 09:35:17 UTC; root
Repository: https://cran.r-universe.dev
Date/Publication: 2024-11-26 12:50:09 UTC
RemoteUrl: https://github.com/cran/RMFM
RemoteRef: HEAD
RemoteSha: ed58acdc6c674d40e2514cdbacb388b1863e7304