Package: RMFM
Type: Package
Title: Robust Matrix Factor Model
Version: 1.1.0
Date: 2024-09-26
Authors@R: 
    c(person(given = "Wei",
             family = "Liu",
             role = c("aut", "cre"),
             email = "liuwei8@scu.edu.cn"),
        person(given = "Xiaolu",
             family = "Jiang",
             role = c("aut")),
      person(given = "Jinyu",
             family = "Nie",
             role = c("aut")))
Author: Wei Liu [aut, cre], Xiaolu Jiang [aut], Jinyu Nie [aut]
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
Repository: https://feiyoung.r-universe.dev
Date/Publication: 2024-10-25 09:02:30 UTC
RemoteUrl: https://github.com/feiyoung/rmfm
RemoteRef: HEAD
RemoteSha: f293dfb4a1766f3782bec67c0724a0e2c2e41113
NeedsCompilation: yes
Packaged: 2026-07-03 22:42:02 UTC; root