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/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
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
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_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