CHANGELOG.md
CONTRIBUTING.md
LICENSE
MANIFEST.in
README.md
pyproject.toml
benchmarks/README.md
benchmarks/__init__.py
benchmarks/advanced_matrix.py
benchmarks/constrained_extensions.py
benchmarks/entrywise_robust.py
benchmarks/envelope.py
benchmarks/factor_ranks.py
benchmarks/inference.py
benchmarks/marma.py
benchmarks/marma_scenarios.py
benchmarks/matrix_extensions.py
benchmarks/monitoring.py
benchmarks/rank_scenarios.py
benchmarks/rank_stability.py
benchmarks/run.py
benchmarks/scenarios.py
benchmarks/structured_ar.py
benchmarks/structured_scenarios.py
benchmarks/summarize.py
benchmarks/results/advanced-summary.md
benchmarks/results/envelope-summary.md
benchmarks/results/extensions-summary.md
benchmarks/results/factor-rank-summary.md
benchmarks/results/marma-constraints-summary.md
benchmarks/results/structured-summary.md
benchmarks/results/summary.md
docs/calibration-notes.md
docs/citations.md
docs/cointegration-notes.md
docs/decorrelation-notes.md
docs/development-status.md
docs/dynamic-notes.md
docs/envelope-notes.md
docs/ihr-notes.md
docs/inference-notes.md
docs/marma-notes.md
docs/methods.md
docs/monitoring-notes.md
docs/numerics.md
docs/partial-constraints-notes.md
docs/rank-selection-notes.md
docs/rank-stability-notes.md
docs/real-world-examples.md
docs/references.bib
docs/releasing.md
docs/roadmap.md
docs/sparse-notes.md
docs/tensor-autoregression-notes.md
docs/threshold-notes.md
docs/volatility-notes.md
docs/gallery/alpha-pca-0.json
docs/gallery/alpha-pca-0.md
docs/gallery/alpha-pca-0.npz
docs/gallery/alpha-pca-0.png
docs/gallery/alpha-pca-1.json
docs/gallery/alpha-pca-1.md
docs/gallery/alpha-pca-1.npz
docs/gallery/alpha-pca-1.png
docs/gallery/alpha-pca-2.json
docs/gallery/alpha-pca-2.md
docs/gallery/alpha-pca-2.npz
docs/gallery/alpha-pca-2.png
docs/gallery/calibrated-monitor.json
docs/gallery/calibrated-monitor.md
docs/gallery/calibrated-monitor.npz
docs/gallery/calibrated-monitor.png
docs/gallery/cmar-ls.json
docs/gallery/cmar-ls.md
docs/gallery/cmar-ls.npz
docs/gallery/cmar-ls.png
docs/gallery/cmar-mle.json
docs/gallery/cmar-mle.md
docs/gallery/cmar-mle.npz
docs/gallery/cmar-mle.png
docs/gallery/constrained.json
docs/gallery/constrained.md
docs/gallery/constrained.npz
docs/gallery/constrained.png
docs/gallery/cp.json
docs/gallery/cp.md
docs/gallery/cp.npz
docs/gallery/cp.png
docs/gallery/decorrelation.json
docs/gallery/decorrelation.md
docs/gallery/decorrelation.npz
docs/gallery/decorrelation.png
docs/gallery/envelope-mar.json
docs/gallery/envelope-mar.md
docs/gallery/envelope-mar.npz
docs/gallery/envelope-mar.png
docs/gallery/huber.json
docs/gallery/huber.md
docs/gallery/huber.npz
docs/gallery/huber.png
docs/gallery/ihr-rank-ratio.json
docs/gallery/ihr-rank-ratio.md
docs/gallery/ihr-rank-ratio.npz
docs/gallery/ihr-rank-ratio.png
docs/gallery/ihr-rank-threshold.json
docs/gallery/ihr-rank-threshold.md
docs/gallery/ihr-rank-threshold.npz
docs/gallery/ihr-rank-threshold.png
docs/gallery/ihr.json
docs/gallery/ihr.md
docs/gallery/ihr.npz
docs/gallery/ihr.png
docs/gallery/index.md
docs/gallery/inference-als.json
docs/gallery/inference-als.md
docs/gallery/inference-als.npz
docs/gallery/inference-als.png
docs/gallery/inference-mle.json
docs/gallery/inference-mle.md
docs/gallery/inference-mle.npz
docs/gallery/inference-mle.png
docs/gallery/inference-projection.json
docs/gallery/inference-projection.md
docs/gallery/inference-projection.npz
docs/gallery/inference-projection.png
docs/gallery/itipup.json
docs/gallery/itipup.md
docs/gallery/itipup.npz
docs/gallery/itipup.png
docs/gallery/itopup.json
docs/gallery/itopup.md
docs/gallery/itopup.npz
docs/gallery/itopup.png
docs/gallery/kendall.json
docs/gallery/kendall.md
docs/gallery/kendall.npz
docs/gallery/kendall.png
docs/gallery/lagged-factor.json
docs/gallery/lagged-factor.md
docs/gallery/lagged-factor.npz
docs/gallery/lagged-factor.png
docs/gallery/mar-als.json
docs/gallery/mar-als.md
docs/gallery/mar-als.npz
docs/gallery/mar-als.png
docs/gallery/mar-mle.json
docs/gallery/mar-mle.md
docs/gallery/mar-mle.npz
docs/gallery/mar-mle.png
docs/gallery/mar-multilag.json
docs/gallery/mar-multilag.md
docs/gallery/mar-multilag.npz
docs/gallery/mar-multilag.png
docs/gallery/mar-projection.json
docs/gallery/mar-projection.md
docs/gallery/mar-projection.npz
docs/gallery/mar-projection.png
docs/gallery/mar-rank-selection.json
docs/gallery/mar-rank-selection.md
docs/gallery/mar-rank-selection.npz
docs/gallery/mar-rank-selection.png
docs/gallery/mar-reduced-rank.json
docs/gallery/mar-reduced-rank.md
docs/gallery/mar-reduced-rank.npz
docs/gallery/mar-reduced-rank.png
docs/gallery/marma-ls.json
docs/gallery/marma-ls.md
docs/gallery/marma-ls.npz
docs/gallery/marma-ls.png
docs/gallery/marma-mle.json
docs/gallery/marma-mle.md
docs/gallery/marma-mle.npz
docs/gallery/marma-mle.png
docs/gallery/matrix-garch.json
docs/gallery/matrix-garch.md
docs/gallery/matrix-garch.npz
docs/gallery/matrix-garch.png
docs/gallery/monitor.json
docs/gallery/monitor.md
docs/gallery/monitor.npz
docs/gallery/monitor.png
docs/gallery/multiterm-constrained.json
docs/gallery/multiterm-constrained.md
docs/gallery/multiterm-constrained.npz
docs/gallery/multiterm-constrained.png
docs/gallery/naive-last.json
docs/gallery/naive-last.md
docs/gallery/naive-last.npz
docs/gallery/naive-last.png
docs/gallery/naive-mean.json
docs/gallery/naive-mean.md
docs/gallery/naive-mean.npz
docs/gallery/naive-mean.png
docs/gallery/partial-constrained.json
docs/gallery/partial-constrained.md
docs/gallery/partial-constrained.npz
docs/gallery/partial-constrained.png
docs/gallery/projected-pca.json
docs/gallery/projected-pca.md
docs/gallery/projected-pca.npz
docs/gallery/projected-pca.png
docs/gallery/provenance.json
docs/gallery/rank-stability.json
docs/gallery/rank-stability.md
docs/gallery/rank-stability.npz
docs/gallery/rank-stability.png
docs/gallery/sparse-mar.json
docs/gallery/sparse-mar.md
docs/gallery/sparse-mar.npz
docs/gallery/sparse-mar.png
docs/gallery/specification.json
docs/gallery/specification.md
docs/gallery/specification.npz
docs/gallery/specification.png
docs/gallery/summary.json
docs/gallery/tensor-ar-ls.json
docs/gallery/tensor-ar-ls.md
docs/gallery/tensor-ar-ls.npz
docs/gallery/tensor-ar-ls.png
docs/gallery/tensor-ar-mle.json
docs/gallery/tensor-ar-mle.md
docs/gallery/tensor-ar-mle.npz
docs/gallery/tensor-ar-mle.png
docs/gallery/tensor-ar-projection.json
docs/gallery/tensor-ar-projection.md
docs/gallery/tensor-ar-projection.npz
docs/gallery/tensor-ar-projection.png
docs/gallery/tensor-rank-er.json
docs/gallery/tensor-rank-er.md
docs/gallery/tensor-rank-er.npz
docs/gallery/tensor-rank-er.png
docs/gallery/tensor-rank-ic.json
docs/gallery/tensor-rank-ic.md
docs/gallery/tensor-rank-ic.npz
docs/gallery/tensor-rank-ic.png
docs/gallery/threshold.json
docs/gallery/threshold.md
docs/gallery/threshold.npz
docs/gallery/threshold.png
docs/gallery/tipup.json
docs/gallery/tipup.md
docs/gallery/tipup.npz
docs/gallery/tipup.png
docs/gallery/topup.json
docs/gallery/topup.md
docs/gallery/topup.npz
docs/gallery/topup.png
docs/gallery/two-way-dynamic.json
docs/gallery/two-way-dynamic.md
docs/gallery/two-way-dynamic.npz
docs/gallery/two-way-dynamic.png
docs/gallery/var.json
docs/gallery/var.md
docs/gallery/var.npz
docs/gallery/var.png
examples/__init__.py
examples/cointegrated_mar.py
examples/decorrelation.py
examples/entrywise_huber.py
examples/envelope_mar.py
examples/factor_rank_selection.py
examples/mar_inference.py
examples/matrix_arma.py
examples/matrix_garch.py
examples/method_gallery.py
examples/online_monitoring.py
examples/partial_constraints.py
examples/quickstart.py
examples/rank_stability.py
examples/sparse_mar.py
examples/tensor_autoregression.py
examples/threshold_factors.py
examples/two_way_dynamic.py
examples/air_quality/__init__.py
examples/air_quality/__main__.py
examples/air_quality/cases.py
examples/air_quality/data.py
examples/air_quality/prepare.py
examples/air_quality/data/README.md
examples/air_quality/data/beijing-2014.csv
examples/air_quality/data/provenance.json
mavats/MAR.py
mavats/__init__.py
mavats/_envelope_optimization.py
mavats/_validation.py
mavats/alphaPCA.py
mavats/autoregression.py
mavats/baselines.py
mavats/calibration.py
mavats/cointegration.py
mavats/constrained.py
mavats/cp.py
mavats/decorrelation.py
mavats/dynamic.py
mavats/envelope.py
mavats/factormodel.py
mavats/factors.py
mavats/huber.py
mavats/ihr.py
mavats/inference.py
mavats/marma.py
mavats/metrics.py
mavats/model_selection.py
mavats/monitoring.py
mavats/rank_selection.py
mavats/rank_stability.py
mavats/robust.py
mavats/simulation.py
mavats/sparse.py
mavats/tensor.py
mavats/tensor_autoregression.py
mavats/threshold.py
mavats/volatility.py
mavats.egg-info/PKG-INFO
mavats.egg-info/SOURCES.txt
mavats.egg-info/dependency_links.txt
mavats.egg-info/requires.txt
mavats.egg-info/top_level.txt
tests/test_MAR.py
tests/test_advanced_benchmarks.py
tests/test_alphaPCA.py
tests/test_autoregression.py
tests/test_benchmark_extensions.py
tests/test_benchmark_provenance.py
tests/test_benchmark_timing.py
tests/test_calibration.py
tests/test_citations.py
tests/test_cointegration.py
tests/test_constrained.py
tests/test_cp.py
tests/test_decorrelation.py
tests/test_dynamic.py
tests/test_envelope.py
tests/test_envelope_benchmark.py
tests/test_factor_rank_benchmarks.py
tests/test_factormodel.py
tests/test_factors.py
tests/test_huber.py
tests/test_ihr.py
tests/test_inference.py
tests/test_infrastructure.py
tests/test_marma.py
tests/test_marma_benchmarks.py
tests/test_marma_oracles.py
tests/test_marma_scenarios.py
tests/test_monitoring.py
tests/test_partial_constraints.py
tests/test_rank_scenarios.py
tests/test_rank_selection.py
tests/test_rank_selection_oracles.py
tests/test_rank_stability.py
tests/test_rank_stability_benchmark.py
tests/test_rank_stability_oracles.py
tests/test_real_world_documentation.py
tests/test_release_metadata.py
tests/test_robust.py
tests/test_scalar_validation.py
tests/test_scenarios.py
tests/test_sparse.py
tests/test_structured_benchmarks.py
tests/test_structured_scenarios.py
tests/test_tensor.py
tests/test_tensor_autoregression.py
tests/test_threshold.py
tests/test_volatility.py