Dynamical Factor Models (DFM) Implementation (GSOC 2025) #2140

Job	Run time
windows (windows-latest, 3.12, tests/model)	15m 38s
windows (windows-latest, 3.12, tests/statespace/core/test_statespace.py)	13m 44s
windows (windows-latest, 3.12, tests/statespace --ignore tests/statespace/core/test_statespace.py...	16m 53s
windows (windows-latest, 3.12, tests/statespace/filters/test_kalman_filter.py)	5m 57s
ubuntu (ubuntu-latest, 3.11, tests/statespace --ignore tests/statespace/core/test_statespace.py -...	11m 46s
ubuntu (ubuntu-latest, 3.11, tests --ignore tests/model --ignore tests/statespace --ignore tests/...	11m 58s
ubuntu (ubuntu-latest, 3.11, tests/model)	9m 56s
ubuntu (ubuntu-latest, 3.11, tests/statespace/core/test_statespace.py)	9m 47s
ubuntu (ubuntu-latest, 3.11, tests/statespace/filters/test_kalman_filter.py)	2m 59s
windows (windows-latest, 3.12, tests/distributions)	12m 36s
ubuntu (ubuntu-latest, 3.11, tests/distributions)	7m 6s
windows (windows-latest, 3.12, tests --ignore tests/model --ignore tests/statespace --ignore test...	23m 42s
all_tests	2s
	2h 22m 4s

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