MMEFM: Multilevel Main Effects Matrix Factor Model Tools

Provides estimation, rank selection, and simulation for grouped matrix-valued time series using the Multilevel Main Effects Matrix Factor Model. The model separates global and local grand means, row and column main effects, and bilinear interaction components, allowing nonstationary main effects under suitable conditions. A circular-shift bootstrap is used to detect a shared global common component and screen participating groups on a stationary segment. The underlying methodology is developed in Liu, Lam and Cen (2026) <doi:10.48550/arXiv.2610.18335>.

Version:	0.1.1
Depends:	R (≥ 4.1.0)
Imports:	parallel, stats
Suggests:	testthat (≥ 3.2.0), knitr, rmarkdown
Published:	2026-11-03
DOI:	10.32614/CRAN.package.MMEFM
Author:	Kaixin Liu [aut, cre]
Maintainer:	Kaixin Liu <k.liu31 at lse.ac.uk>
BugReports:	https://github.com/kx-liu/MMEFM/issues
License:	MIT + file LICENSE
URL:	https://github.com/kx-liu/MMEFM
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	MMEFM results

Documentation:

Reference manual:	MMEFM.html , MMEFM.pdf
Vignettes:	Getting started with MMEFM (source, R code)

Downloads:

Package source:	MMEFM_0.1.1.tar.gz
Windows binaries:	r-devel: MMEFM_0.1.1.zip, r-release: MMEFM_0.1.1.zip, r-oldrel: MMEFM_0.1.1.zip
macOS binaries:	r-release (arm64): MMEFM_0.1.1.tgz, r-oldrel (arm64): MMEFM_0.1.1.tgz, r-release (x86_64): MMEFM_0.1.1.tgz, r-oldrel (x86_64): MMEFM_0.1.1.tgz

Linking:

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