R: Perform MEFM Estimation on Matrix Time Series

# Perform MEFM Estimation on Matrix Time Series

## Documentation for package ‘MEFM’ version 0.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

est_FM | Estimation of factor models on matrix time series
est_MEFM | Estimation of MEFM on matrix time series
gen_MEFM | Data generation of matrix time series with MEFM structure
make_gamma | Aggregation of estimated error
make_xy | Construction of series for testing MEFM
qHat | Estimated theta quantile based on a given series
sigmaD_MEFM | HAC covariance estimator for asymptotic normality on each row j of loading matrix estimator