RMFM

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.

Last 30 days

This package has been downloaded 137 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 1 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 752 times in the last 365 days. Not bad! The download count is somewhere between 'small-town buzz' and 'moderate academic conference'. The day with the most downloads was Nov 29, 2024 with 36 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.