POET: Principal Orthogonal ComplEment Thresholding (POET) Method

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

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Files in this package

POET
POET/NAMESPACE
POET/R
POET/R/zPOET.R
POET/MD5
POET/DESCRIPTION
POET/man
POET/man/POETCmin.Rd POET/man/POET.Rd POET/man/POETKhat.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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