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MEFM
View on CRAN: Click
here
Download and install MEFM package within the R console
Install from CRAN:
install.packages("MEFM")
Install from Github:
library("remotes")
install_github("cran/MEFM")
Install by package version:
library("remotes")
install_version("MEFM", "0.1.1")
Attach the package and use:
library("MEFM")
Maintained by
Zetai Cen
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-06-06
Latest Update: 2024-06-06
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.
How to cite:
Zetai Cen (2024). MEFM: Perform MEFM Estimation on Matrix Time Series. R package version 0.1.1, https://cran.r-project.org/web/packages/MEFM. Accessed 21 Nov. 2024.
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