StatComp21031-package: This package provides several functions using R and gives the...
In wsy0317/StatComp21031: Example functions for 'Statistical Computing' course
Description
The FM function is adapted by Bai & Ng method to minimize information criterion with two penalties in static factor models.
The DFM function is used to minimize information criterion with two penalties in the general dynamic factor model. Comparing to the static factor model, parameters of information criterion in this model is not fixed, changing the fixed p,n and c to vectors.
Author(s)
Siyu Wang
Maintainer: Siyu Wang <wsy0317@mail.ustc.edu.cn>
wsy0317/StatComp21031 documentation built on Dec. 24, 2021, 1:28 a.m.
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Description
The FM function is adapted by Bai & Ng method to minimize information criterion with two penalties in static factor models.
The DFM function is used to minimize information criterion with two penalties in the general dynamic factor model. Comparing to the static factor model, parameters of information criterion in this model is not fixed, changing the fixed p,n and c to vectors.
Author(s)
Siyu Wang
Maintainer: Siyu Wang <wsy0317@mail.ustc.edu.cn>
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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