Multilevel Main Effects Matrix Factor Model Tools

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Documentation for package ‘MMEFM’ version 0.1.1

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

detect_MMEFM_global	Detect and screen global common factors in MMEFM
est_MMEFM	Estimate a Multilevel Main Effects Matrix Factor Model
fitted.mmefm_fit	Reconstruct fitted MMEFM components
gen_MMEFM	Simulate a Multilevel Main Effects Matrix Factor Model
gen_piecewise_arfima	Generate piecewise ARFIMA time series
print.mmefm_fit	Summarize and print an MMEFM fit
print.mmefm_global_detection	Print global common-factor detection results
print.summary.mmefm_fit	Summarize and print an MMEFM fit
residuals.mmefm_fit	Compute residuals of an MMEFM fit
select_MMEFM_rank	Select global and local MMEFM ranks
summary.mmefm_fit	Summarize and print an MMEFM fit