Eigenvalue-Based Estimation of the Number of Factors in
Approximate Factor Models
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Documentation for package ‘factorselect’ version 0.1.3
Help Pages
| .abc | Alessi, Barigozzi and Capasso (2010) Tuned Information Criteria |
| .ahn_horenstein | Ahn-Horenstein Eigenvalue Ratio Estimator |
| .bai_ng | Bai and Ng (2002) Information Criteria for Number of Factors |
| .extract_eigenvalues | Extract Leading Eigenvalues from a Panel Data Matrix |
| .lam_yao | Lam and Yao (2012) Eigenvalue Ratio Estimator |
| .onatski_2009 | Onatski (2009) Test for the Number of Factors |
| .onatski_2010 | Onatski (2010) Edge Distribution Estimator |
| .prepare_matrix | Demean and Scale a Matrix for Factor Analysis |
| plot.factor_select | Plot Method for factor_select Objects |
| print.factor_select | Print Method for factor_select Objects |
| select_factors | Select the Number of Factors in an Approximate Factor Model |
| simulate_factor_model | Simulate Data from an Approximate Factor Model |
| summary.factor_select | Summary Method for factor_select Objects |