CRAN/E | POET

POET

Principal Orthogonal ComplEment Thresholding (POET) Method

Installation

About

Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.

Key Metrics

Version	2.0
Published	2016-06-29 2859 days ago
Needs compilation?	no
License	GPL-2
CRAN checks	POET results

Downloads

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Last 7 days	37 -44%
Last 30 days	177 -8%
Last 90 days	533 -24%
Last 365 days	2.573 -25%

Maintainer

Maintainer

Martina Mincheva

m.z.mincheva@gmail.com

Authors

Jianqing Fan
Yuan Liao
Martina Mincheva

Material

Reference manual
Package source

macOS

r-release	arm64
r-oldrel	arm64
r-release	x86_64
r-oldrel	x86_64

Windows

r-devel	x86_64
r-release	x86_64
r-oldrel	x86_64

Old Sources

POET archive

Reverse Depends

pfa

Reverse Imports

sdafilter