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


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
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


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