| air_quality |
Air Quality Data Set |
| CoFM |
Generate Copula Factor Models Data and Perform Tests |
| Copula_errors |
Generate Copula-Distributed Error Terms |
| FanPC_basic |
Perform Basic FanPC Factor Analysis |
| FanPC_CoFM |
Perform Factor Analysis via Principal Component (FanPC) for CoFM |
| PC_CoFM |
Perform PCA-based Factor Estimation for CoFM |
| poet |
POET: Principal Orthogonal complEment Thresholding |
| PPC_basic |
Perform Basic Projected PCA (PPC) Estimation |
| PPC_CoFM |
Perform Projected PCA (PPC) Estimation for CoFM |
| PPC_new |
Center-then-PCA: Projection on the Orthogonal Complement of the Mean Vector |
| PPC_u |
Projection-on-Complement PCA (Generalized) |
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