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RMFM

Robust Matrix Factor Model

v1.1.0 · Nov 26, 2024 · GPL-3

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.

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r-oldrel-windows-x86_64 OK
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r-release-macos-arm64 OK
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r-release-windows-x86_64 OK
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Check History

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

Dependency Network

Dependencies Reverse dependencies irlba LaplacesDemon MixMatrix COAP Rcpp RMFM

Version History

new 1.1.0 Mar 9, 2026