RMFM
Robust Matrix Factor Model

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RMFM: Robust Matrix Factor Model
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Man pages for RMFM
Robust Matrix Factor Model

ER.RMFMSelect the structure dimension of factor matrix
gendata_rmfmGenerate simulated data
RMFMFit the high-dimensional robust matrix factor model
RMFM documentation built on April 3, 2025, 6:22 p.m.

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