Man pages for GuanglinHuang/hofa
higher-order multi-cumulant factor analysis
| hofa | hofa: Econometric tools for higher-order multi-cumulant... |
| hofa.DGP1 | Generate panel data from [H]igher-[O]rder multi-cumulant... |
| hofa.DGP2 | Generate panel data from [H]igher-[O]rder multi-cumulant... |
| M2.gmm | Estimating the latent factors using generalized moment... |
| M2.mle | Estimating the latent factors using maximum likelihood... |
| M2.pca | Estimating the latent factors using principal component... |
| M2.select | Determine the number of factors based on the covariance or... |
| M3.als | Third-order Alternating Least Square (ALS) algorithm |
| M3.gmm | Estimating the latent factors using third-order generalized... |
| M3.select | Determine the number of non-Gaussian and Gaussian factors in... |
| M4.als | Fourth-order Alternating Least Square (ALS) algorithm |
| M4.select | Determine the number of non-Gaussian and Gaussian factors in... |
| Portfolio.IC | Portfolio selection with independent component analysis |
| Portfolio.PC | Portfolio selection with principal component analysis |
