POET: Principal Orthogonal ComplEment Thresholding (POET) Method
Version 2.0

Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.

Getting started

Package details

AuthorJianqing Fan, Yuan Liao, Martina Mincheva
Date of publication2016-06-29 02:33:30
MaintainerMartina Mincheva <m.z.mincheva@gmail.com>
LicenseGPL-2
Version2.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("POET")

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POET documentation built on May 29, 2017, 1:02 p.m.