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
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

Documentation:

Reference manual:

POET.pdf

Downloads:

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 dependencies:

Reverse depends:	pfa
Reverse imports:	sdafilter

Linking:

Please use the canonical form https://CRAN.R-project.org/package=POET to link to this page.