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Robust Matrix Factor Model

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2.1Kdownloads / year
–test coverage
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Overview

About
Maintained by Wei LiuCRAN page ↗

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.

Install

Health

CRAN checks
13OK
Slowest check: 3.4 min · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-05-02
  • NOTE11 OK, 1 NOTE2026-04-25
  • OK14 OK2026-04-22
Show 4 earlier changesHide 4 earlier changes
  • ERROR13 OK, 1 ERROR2026-04-18
  • OK14 OK2026-04-16
  • NOTE13 OK, 1 NOTE2026-03-28
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
3
Examples that run
100%3 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
67%

Downloads

2.1K
CRAN downloads in the past year
Rank #20,022 · ~6/day · ~175/mo
Daily download trend is not available in this view yet.
26730 days
65390 days
2.1K1 year
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Also on334 r2u6 autocran

Dependencies

Declared dependencies
9 external dependencies (excludes base and recommended)

Installing RMFM adds 8 packages (7 with compiled code, 5.5 MB of source tarballs). Heaviest: LaplacesDemon 2.0 MB, Rcpp 1.8 MB, RcppArmadillo 1.0 MB.

Depends (2)
R >= 3.5.0irlba
LinkingTo (2)
Suggests (2)
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 1.1.0 (2024)
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • 1.1.0Latest
    2024-11-26 · current release
  • R
    R 4.4.0 released · 2024-04-24

Package metadata

First published
2024-11-26
Total releases
1 / 2 yrs
License
GPL-3 OSI
Minimum R
≥ 3.5.0
Download size
11 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("RMFM")
Liu, W. (2024). RMFM: Robust Matrix Factor Model (Version 1.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.RMFM

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for RMFM version 1.1.0 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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