Robust Matrix Factor Model
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Documentation for package ‘RMFM’ version 1.1.0
Help Pages
| ER.RMFM | Select the structure dimension of factor matrix |
| gendata_rmfm | Generate simulated data |
| RMFM | Fit the high-dimensional robust matrix factor model |
| ER.RMFM | Select the structure dimension of factor matrix |
| gendata_rmfm | Generate simulated data |
| RMFM | Fit the high-dimensional robust matrix factor model |