GuanglinHuang/HOFA: higher-order multi-cumulant factor analysis
Implements several factor analysis approaches based on the covariance matrix and the higher-order multi-cumulants, including factor number selection, factor estimation and the applications in financial market.
Getting started
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Package details |
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| Author | Guanglin Huang |
| Maintainer | Guanglin Huang <huang.guanglin@yahoo.com> |
| License | GPL-2 |
| Version | 0.9.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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