POET: Principal Orthogonal ComplEment Thresholding (POET) Method

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

Version: 2.0
Published: 2016-06-29
Author: Jianqing Fan, Yuan Liao, Martina Mincheva
Maintainer: Martina Mincheva <m.z.mincheva at gmail.com>
BugReports: NA
License: GPL-2
URL: NA
NeedsCompilation: no
CRAN checks: POET results

Downloads:

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
OS X Mavericks binaries: r-release: POET_2.0.tgz, r-oldrel: POET_2.0.tgz
Old sources: POET archive

Reverse dependencies:

Reverse depends: pfa