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In highdimensional settings: Estimate the number of distant spikes based on the Generalized Spiked Population (GSP) model. Estimate the population eigenvalues, angles between the sample and population eigenvectors, correlations between the sample and population PC scores, and the asymptotic shrinkage factors. Adjust the shrinkage bias in the predicted PC scores. Dey, R. and Lee, S. (2019) <doi.org/10.1016/j.jmva.2019.02.007>.
Package details 


Author  Rounak Dey, Seunggeun Lee 
Maintainer  Rounak Dey <[email protected]> 
License  GPL (>= 2) 
Version  1.1.3 
Package repository  View on CRAN 
Installation 
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