Man pages for jsliu/FARMregress
Factor Adjusted Regularized Model
| covHuber | calculate covariance matrix based on huber loss |
| farmRegress | farm regression |
| findFactorClass | find F such that X = BxF + e, i.e F.hat |
| findLambdaClass | find B matrix such that X=BxF+e, i.e. lambda.hat |
| findPF | find PF, i.e. PF = I - F x (F^TF)^-1 x F^T |
| findXStar | find x star such that U = X - BF under linear regression |
| findXStarClass | find U such that U = X - BF |
| findYStar | find y star |
| meanHuber | calculate mean based on huber loss |
