Package: RMFM
Type: Package
Title: Robust Matrix Factor Model
Version: 1.1.0
Date: 2024-11-23
Authors@R: 
    c(person(given = "Wei",
             family = "Liu",
             role = c("aut", "cre"),
             email = "liuwei8@scu.edu.cn"))
Author: Wei Liu [aut, cre]
Maintainer: Wei Liu <liuwei8@scu.edu.cn>
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.
License: GPL-3
Depends: irlba, R (>= 3.5.0)
Imports: stats, LaplacesDemon, MixMatrix, COAP, Rcpp (>= 1.0.10)
Suggests: knitr, rmarkdown
LinkingTo: Rcpp, RcppArmadillo
Encoding: UTF-8
RoxygenNote: 7.3.2
NeedsCompilation: yes
Packaged: 2024-11-25 12:23:13 UTC; 10297
Repository: CRAN
Date/Publication: 2024-11-26 12:50:09 UTC
Built: R 4.6.0; x86_64-apple-darwin20; 2026-04-27 19:51:07 UTC; unix
Archs: RMFM.so.dSYM
