est_FM                  Estimation of factor models on matrix time
                        series
est_MEFM                Estimation of MEFM on matrix time series
gen_MEFM                Data generation of matrix time series with MEFM
                        structure
make_gamma              Aggregation of estimated error
make_xy                 Construction of series for testing MEFM
qHat                    Estimated theta quantile based on a given
                        series
sigmaD_MEFM             HAC covariance estimator for asymptotic
                        normality on each row j of loading matrix
                        estimator
