Dynamical Factor Models (DFM) Implementation (GSOC 2025) #2102

Job	Run time
windows (windows-latest, 3.12, tests/statespace/filters/test_kalman_filter.py)	6m 3s
windows (windows-latest, 3.12, tests/model)	15m 34s
ubuntu (ubuntu-latest, 3.11, tests/statespace/core/test_statespace.py)	9m 42s
windows (windows-latest, 3.12, tests/statespace/core/test_statespace.py)	13m 30s
windows (windows-latest, 3.12, tests --ignore tests/model --ignore tests/statespace --ignore test...	24m 9s
ubuntu (ubuntu-latest, 3.11, tests/statespace/filters/test_kalman_filter.py)	3m 3s
windows (windows-latest, 3.12, tests/distributions)	12m 34s
ubuntu (ubuntu-latest, 3.11, tests/statespace --ignore tests/statespace/core/test_statespace.py -...	10m 59s
windows (windows-latest, 3.12, tests/statespace --ignore tests/statespace/core/test_statespace.py...	16m 43s
ubuntu (ubuntu-latest, 3.11, tests/model)	10m 3s
ubuntu (ubuntu-latest, 3.11, tests --ignore tests/model --ignore tests/statespace --ignore tests/...	11m 41s
ubuntu (ubuntu-latest, 3.11, tests/distributions)	6m 55s
all_tests	2s
	2h 20m 58s

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