Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.
| Version: | 1.0 |
| Published: | 2012-11-07 |
| Author: | Jianqing Fan, Yuan Liao, Martina Mincheva |
| Maintainer: | Martina Mincheva <mincheva at princeton.edu> |
| License: | GPL-2 |
| NeedsCompilation: | no |
| CRAN checks: | POET results |
| Package source: | POET_1.0.tar.gz |
| MacOS X binary: | POET_1.0.tgz |
| Windows binary: | POET_1.0.zip |
| Reference manual: | POET.pdf |
| Reverse depends: | pfa |