Nothing
POET: Principal Orthogonal ComplEment Thresholding (POET) Method
Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Jianqing Fan, Yuan Liao, Martina Mincheva |
| Maintainer | Martina Mincheva <m.z.mincheva@gmail.com> |
| License | GPL-2 |
| Version | 2.0 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the POET package in your browser
Any scripts or data that you put into this service are public.
