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MEFM

Perform MEFM Estimation on Matrix Time Series

v0.1.1 · Jun 6, 2024 · GPL-3

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.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Reverse Dependencies (1)

imports

Dependency Network

Dependencies Reverse dependencies tensorMiss KOFM MEFM

Version History

new 0.1.1 Mar 10, 2026