Dynamical Factor Models (DFM) Implementation (GSOC 2025) #2096

Job	Run time
ubuntu (ubuntu-latest, 3.11, tests/statespace/core/test_statespace.py)	10m 16s
windows (windows-latest, 3.12, tests/model)	14m 39s
windows (windows-latest, 3.12, tests/statespace/core/test_statespace.py)	14m 38s
ubuntu (ubuntu-latest, 3.11, tests/model)	9m 45s
windows (windows-latest, 3.12, tests/distributions)	12m 17s
ubuntu (ubuntu-latest, 3.11, tests/statespace/filters/test_kalman_filter.py)	3m 4s
windows (windows-latest, 3.12, tests --ignore tests/model --ignore tests/statespace --ignore test...	24m 13s
ubuntu (ubuntu-latest, 3.11, tests/statespace --ignore tests/statespace/core/test_statespace.py -...	10m 33s
windows (windows-latest, 3.12, tests/statespace --ignore tests/statespace/core/test_statespace.py...	15m 54s
windows (windows-latest, 3.12, tests/statespace/filters/test_kalman_filter.py)	5m 56s
ubuntu (ubuntu-latest, 3.11, tests --ignore tests/model --ignore tests/statespace --ignore tests/...	11m 24s
ubuntu (ubuntu-latest, 3.11, tests/distributions)	7m 12s
all_tests	4s
	2h 19m 55s

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