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Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.
| Version: | 2.0 |
| Published: | 2016-06-29 |
| DOI: | 10.32614/CRAN.package.POET |
| Author: | Jianqing Fan, Yuan Liao, Martina Mincheva |
| Maintainer: | Martina Mincheva <m.z.mincheva at gmail.com> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | POET results |
| Reference manual: | POET.pdf |
| Package source: | POET_2.0.tar.gz |
| Windows binaries: | r-devel: POET_2.0.zip, r-release: POET_2.0.zip, r-oldrel: POET_2.0.zip |
| macOS binaries: | r-release (arm64): POET_2.0.tgz, r-oldrel (arm64): POET_2.0.tgz, r-release (x86_64): POET_2.0.tgz, r-oldrel (x86_64): POET_2.0.tgz |
| Old sources: | POET archive |
| Reverse depends: | pfa |
| Reverse imports: | sdafilter |
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