feiyoung/SpagFainfer: Estimation and inference on high-dimensional group-sparse factor models
Estimate the factors and loadings on high-dimensional group-sparse factor models, and make simultaneous inference on the loading vectors.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Wei Liu |
| Maintainer | Wei Liu <weiliu@smail.swufe.edu.cn> |
| License | GPL |
| Version | 0.1.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
