R/caron2016.R

In Rnest: Next Eigenvalue Sufficiency Test

#' A list of six correlation matrice composed of nine variables with three factors.
#'
#' See Caron, P.-O. (2016). A Monte Carlo examination of the broken-stick distribution to identify components to retain in principal component analysis. \emph{Journal of Statistical Computation and Simulation}, \emph{86}(12), 2405-2410. \doi{10.1080/00949655.2015.1112390}
#'
#' @format A list of six 9 x 9 correlation matrices found in Caron (2016).
#' @source \url{https://github.com/quantmeth}
"caron2016"