compute_gamma_FPR: Compute Adaptive Threshold Cross-Sectional Robust Gamma...
In FARS: Factor-Augmented Regression Scenarios
View source: R/compute_gamma_FPR.R
compute_gamma_FPR R Documentation
Compute Adaptive Threshold Cross-Sectional Robust Gamma (AT-CSR)
Fresoli, Poncela and Ruiz (2024)
Description
Compute Adaptive Threshold Cross-Sectional Robust Gamma (AT-CSR)
Fresoli, Poncela and Ruiz (2024)
Usage
compute_gamma_FPR(Residuals, Loadings)
FARS documentation built on Aug. 8, 2025, 7:33 p.m.
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View source: R/compute_gamma_FPR.R
| compute_gamma_FPR | R Documentation |
Compute Adaptive Threshold Cross-Sectional Robust Gamma (AT-CSR) Fresoli, Poncela and Ruiz (2024)
Description
Compute Adaptive Threshold Cross-Sectional Robust Gamma (AT-CSR) Fresoli, Poncela and Ruiz (2024)
Usage
compute_gamma_FPR(Residuals, Loadings)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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