Dynamical Factor Models (DFM) Implementation (GSOC 2025) #1995

Job	Run time
windows (windows-latest, 3.12, tests --ignore tests/model --ignore tests/statespace --ignore test...	21m 47s
windows (windows-latest, 3.12, tests/statespace/core/test_statespace.py)	13m 31s
windows (windows-latest, 3.12, tests/statespace/filters/test_kalman_filter.py)	5m 26s
windows (windows-latest, 3.12, tests/statespace --ignore tests/statespace/core/test_statespace.py...	12m 22s
windows (windows-latest, 3.12, tests/distributions)	11m 33s
windows (windows-latest, 3.12, tests/model)	13m 37s
ubuntu (ubuntu-latest, 3.11, tests/statespace --ignore tests/statespace/core/test_statespace.py -...	8m 11s
ubuntu (ubuntu-latest, 3.11, tests/statespace/core/test_statespace.py)	8m 55s
ubuntu (ubuntu-latest, 3.11, tests/model)	8m 59s
ubuntu (ubuntu-latest, 3.11, tests/distributions)	6m 17s
ubuntu (ubuntu-latest, 3.11, tests --ignore tests/model --ignore tests/statespace --ignore tests/...	9m 58s
ubuntu (ubuntu-latest, 3.11, tests/statespace/filters/test_kalman_filter.py)	2m 38s
all_tests	2s
	2h 3m 16s

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