Sparse Online Principal Component for Truncated Factor Model

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Documentation for package ‘TFM’ version 0.2.0

• DESCRIPTION file.

Help Pages

FanPC_TFM	Apply the FanPC method to the Truncated factor model
GulPC_TFM	Apply the GulPC method to the Truncated factor model
IPC_TFM	Incremental Principal Component Analysis
OPC_TFM	Apply the OPC method to the Truncated factor model
PC1_TFM	Apply the PC method to the Truncated factor model
PC2_TFM	Apply the PC method to the Truncated factor model
PPC1_TFM	Projected Principal Component Analysis
PPC2_TFM	Apply the PPC method to the Truncated factor model
SAPC_TFM	Stochastic Approximation Principal Component Analysis
SOPC_TFM	Sparse Online Principal Component Analysis
SPC_TFM	Sparse Principal Component Analysis
TFM	The TFM function is to generate Truncated factor model data.
ttest.TFM	T-test for Truncated Factor Model