Package: MEFM
Type: Package
Title: Perform MEFM Estimation on Matrix Time Series
Version: 0.1.1
Date: 2024-06-04
Author: Zetai Cen [aut, cre]
Authors@R: c(person("Zetai", "Cen", email = "z.cen@lse.ac.uk", role=c("aut","cre")))
Maintainer: Zetai Cen <z.cen@lse.ac.uk>
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.
License: GPL-3
Imports: tensorMiss, stats
Encoding: UTF-8
RoxygenNote: 7.2.3
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
NeedsCompilation: no
Packaged: 2024-06-06 11:25:34 UTC; pc
Repository: CRAN
Date/Publication: 2024-06-06 17:10:09 UTC
Built: R 4.6.0; ; 2026-04-27 10:20:22 UTC; unix
