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.
| Version: | 1.1.0 |
| Depends: | irlba, R (≥ 3.5.0) |
| Imports: | stats, LaplacesDemon, MixMatrix, COAP, Rcpp (≥ 1.0.10) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown |
| Published: | 2024-11-26 |
| DOI: | 10.32614/CRAN.package.RMFM |
| Author: | Wei Liu [aut, cre] |
| Maintainer: | Wei Liu <liuwei8 at scu.edu.cn> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| CRAN checks: | RMFM results |
| Reference manual: | RMFM.pdf |
| Package source: | RMFM_1.1.0.tar.gz |
| Windows binaries: | r-devel: RMFM_1.1.0.zip, r-release: RMFM_1.1.0.zip, r-oldrel: RMFM_1.1.0.zip |
| macOS binaries: | r-release (arm64): RMFM_1.1.0.tgz, r-oldrel (arm64): RMFM_1.1.0.tgz, r-release (x86_64): RMFM_1.1.0.tgz, r-oldrel (x86_64): RMFM_1.1.0.tgz |
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