cv.table | cv.table |
gen.data | generate data |
gen.psi.tau.flat | calculate eigenvalue series by "flat" method |
gen.psi.tau.proj | calculate eigenvalue series by projected method |
getcv | calculate critical values |
impute.linear | impute missing entries by linear interpolation |
ITP_noproj | testing the number of row factors- without projection |
ITP_proj | testing the number of row factors- with projection |
kpe | determine factor number - projected |
KSTP | determine row factor number - test |
moment.determine | determine the moment (largest) of the data samples |
moment.test | test whether the k-th moment exists |
outlier.remove | remove outliers |
test.multiple.robust | robust test of multiple change point for matrix-valued online... |
test.once.flat | test single change point for matrix-valued online time series... |
test.once.flat.robust | robust test of single change point for matrix-valued online... |
test.once.proj | test single change point for matrix-valued online time... |
test.once.proj.robust | robust test of single change point for matrix-valued online... |
test.once.psi | test single change point for matrix-valued online data given... |
test.once.psi.robust | robust test of single change point for matrix-valued online... |
var.exp | explanatory power of factors |
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