r-mefm 0.1.1
Propagated dependencies: r-tensormiss@1.1.1
Channel: guix-cran
Home page: https://cran.r-project.org/package=MEFM
Licenses: GPL 3
Synopsis: Perform MEFM Estimation on Matrix Time Series
Description:
To perform main effect matrix factor model (MEFM) estimation for a given matrix time series as described in Lam and Cen (2024) <doi:10.48550/arXiv.2406.00128>
. Estimation of traditional matrix factor models is also supported. Supplementary functions for testing MEFM over factor models are included.
Total results: 1