Other packages > Find by keyword >

RMFM  

Robust Matrix Factor Model
View on CRAN: Click here


Download and install RMFM package within the R console
Install from CRAN:
install.packages("RMFM")

Install from Github:
library("remotes")
install_github("cran/RMFM")

Install by package version:
library("remotes")
install_version("RMFM", "1.1.0")



Attach the package and use:
library("RMFM")
Maintained by
Wei Liu
[Scholar Profile | Author Map]
First Published: 2024-11-26
Latest Update: 2024-11-26
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.
How to cite:
Wei Liu (2024). RMFM: Robust Matrix Factor Model. R package version 1.1.0, https://cran.r-project.org/web/packages/RMFM. Accessed 03 May. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited RMFM R package
View RMFM citation profile
Other R packages that RMFM depends, imports, suggests or enhances
Complete documentation for RMFM
Functions, R codes and Examples using the RMFM R package
Full RMFM package functions and examples
Downloads during the last 30 days
04/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/2804/2904/3005/01Downloads for RMFM0123456789101112TrendBars

Today's Hot Picks in Authors and Packages

grabsampling  
Probability of Detection for Grab Sample Selection
Functions for obtaining the probability of detection, for grab samples selection by using two differ ...
Download / Learn more Package Citations See dependency  
nlsem  
Fitting Structural Equation Mixture Models
Estimation of structural equation models with nonlinear effects and underlying nonnormal distributi ...
Download / Learn more Package Citations See dependency  
TestDesign  
Optimal Test Design Approach to Fixed and Adaptive Test Construction
Uses the optimal test design approach by Birnbaum (1968, ISBN:9781593119348) and van der Linden (201 ...
Download / Learn more Package Citations See dependency  
mlr3fselect  
Feature Selection for 'mlr3'
Feature selection package of the 'mlr3' ecosystem. It selects the optimal feature set for any 'mlr3 ...
Download / Learn more Package Citations See dependency  
farrell  
Interactive Interface to Data Envelopment Analysis Modeling
Allows the user to execute interactively radial data envelopment analysis models. The user has the a ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  

24,142

R Packages

207,311

Dependencies

65,312

Author Associations

24,143

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA