Dynamical Factor Models (DFM) Implementation (GSOC 2025) #2157

Job	Run time
windows (windows-latest, 3.12, tests/statespace/filters/test_kalman_filter.py)	5m 55s
ubuntu (ubuntu-latest, 3.11, tests/statespace/core/test_statespace.py)	9m 36s
windows (windows-latest, 3.12, tests/statespace/core/test_statespace.py)	13m 52s
ubuntu (ubuntu-latest, 3.11, tests/distributions)	6m 58s
ubuntu (ubuntu-latest, 3.11, tests/statespace --ignore tests/statespace/core/test_statespace.py -...	12m 14s
windows (windows-latest, 3.12, tests/statespace --ignore tests/statespace/core/test_statespace.py...	18m 6s
ubuntu (ubuntu-latest, 3.11, tests/model)	9m 44s
windows (windows-latest, 3.12, tests/distributions)	12m 36s
ubuntu (ubuntu-latest, 3.11, tests/statespace/filters/test_kalman_filter.py)	3m 14s
ubuntu (ubuntu-latest, 3.11, tests --ignore tests/model --ignore tests/statespace --ignore tests/...	11m 35s
windows (windows-latest, 3.12, tests --ignore tests/model --ignore tests/statespace --ignore test...	25m 17s
windows (windows-latest, 3.12, tests/model)	15m 17s
all_tests	3s
	2h 24m 27s

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