Man pages for feiyoung/SpagFainfer
Estimation and inference on high-dimensional group-sparse factor models

assessBsFunAssess the performance of group-sparse loading estimate
bic.spfacModified BIC criteria for selecting penalty parameters
ccorFunEvaluate the smallest canonical correlation for two set of...
cor.matGenerate Two Type of Correlation Matrix
cv.spfacCross validation for selecting penalty parameters
FactormFactor Analysis Model
gendataGenerate simulated data
gsspFactormHigh Dimensional Sparse Factor Analysis Model
MultiTSrowMaxSTMulti-split-based Two-Stage Maximum Row Test method for the...
MultiTSrowMinSTTwo-Stage Minimum Row Test method for the loading vectors.
simultestentryXMake inference for the entries of loading matrix.
simultestrowXMake inference for the loading vectors.
TSentryMaxSTTwo-Stage Maximum Entry Test method for the loading vectors.
TSentryMinSTTwo-Stage Minimum entry Test method for the loading vectors.
TSrowMaxSTTwo-Stage Maximum Row Test method for the loading vectors.
TSrowMinSTTwo-Stage Minimum Row Test method for the loading vectors.
feiyoung/SpagFainfer documentation built on April 4, 2020, 5:20 p.m.