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

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

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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("POET")

Popular man pages

POET: Principal Orthogonal ComplEment Thresholding (POET) method
POETCmin: Cmin - Minimum threshold constant
POETKhat: Khat - number of factors in approximate factor model
See all...

All man pages Function index File listing

Man pages

POET: Principal Orthogonal ComplEment Thresholding (POET) method
POETCmin: Cmin - Minimum threshold constant
POETKhat: Khat - number of factors in approximate factor model

Functions

Files

NAMESPACE
R
R/zPOET.R
MD5
DESCRIPTION
man
man/POETCmin.Rd
man/POET.Rd
man/POETKhat.Rd
POET documentation built on May 19, 2017, 10:47 a.m.

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