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.
Version: | 1.1.0 |
Depends: | irlba, R (≥ 3.5.0) |
Imports: | stats, LaplacesDemon, MixMatrix, COAP, Rcpp (≥ 1.0.10) |
LinkingTo: | Rcpp, RcppArmadillo |
Suggests: | knitr, rmarkdown |
Published: | 2024-11-26 |
Author: | Wei Liu [aut, cre] |
Maintainer: | Wei Liu <liuwei8 at scu.edu.cn> |
License: | GPL-3 |
NeedsCompilation: | yes |
CRAN checks: | RMFM results |
Reference manual: | RMFM.pdf |
Package source: | RMFM_1.1.0.tar.gz |
Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
macOS binaries: | r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available |
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