Distributed Online Covariance Matrix Tests for Truncated Factor Model
Overview
The truncated factor model is a statistical model designed to handle specific data structures in data analysis. 'DTFM' is a powerful tool designed to efficiently process and analyze distributed datasets. The philosophy of the package is described in Guo et al. (2023) doi:10.1007/s00180-022-01270-z.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK5 OK2026-03-11
Documentation
- Help pages
- 20
- Examples that run
- 100%10 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing DTFM adds 10 packages (6 with compiled code, 4.9 MB of source tarballs). Heaviest: sandwich 1.4 MB, mvtnorm 1.0 MB, gmm 919 KB.
Code & Tests
Datasets
People & History
- RR 4.6.0 released · 2026-04-24
- 0.1.5Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-03-10
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 3.8 MB / 13 files
- Download size
- 3.8 MB
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("DTFM")This package has no citation file, so citation() returns this entry built from DESCRIPTION.
Cite the R Observatory
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