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RMFM
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]
[Scholar Profile | Author Map]
All associated links for this package
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 17 Feb. 2025.
Previous versions and publish date:
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