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DTFM

Distributed Online Covariance Matrix Tests for Truncated Factor Model

v0.1.5 · Mar 10, 2026 · MIT + file LICENSE

Description

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>.

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Check History

OK 5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies SOPC MASS mvtnorm matrixcalc tmvtnorm DTFM

Version History

1 tracked
new 0.1.5 Mar 10, 2026