API for FarmSelect
Factor Adjusted Robust Model Selection
| Global functions | |
|---|---|
| Cov_Huber | Source code |
| Cov_Huber_noCV | Source code |
| Cov_Huber_tune | Source code |
| Eigen_Decomp | Source code |
| FarmSelect | Man page |
| FarmSelect-package | Man page |
| Find_PF | Source code |
| Find_X_star | Source code |
| Find_X_star_class | Source code |
| Find_Y_star | Source code |
| Find_factors | Source code |
| Find_factors_class | Source code |
| Find_lambda_class | Source code |
| Fourier_basis | Source code |
| Huber_descent | Source code |
| Huber_gradient | Source code |
| Huber_loss | Source code |
| Robust_CV | Source code |
| Robust_estimate | Source code |
| farm.adjust | Source code |
| farm.res | Man page Source code |
| farm.select | Man page |
| farm.select.temp | Source code |
| mu_robust_F | Source code |
| mu_robust_F_noCV | Source code |
| print.farm.select | Man page Source code |
| randt | Source code |
