Package: POET 2.0

POET: Principal Orthogonal ComplEment Thresholding (POET) Method

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

Authors:Jianqing Fan, Yuan Liao, Martina Mincheva

POET_2.0.tar.gz
POET_2.0.zip(r-4.5)POET_2.0.zip(r-4.4)POET_2.0.zip(r-4.3)
POET_2.0.tgz(r-4.4-any)POET_2.0.tgz(r-4.3-any)
POET_2.0.tar.gz(r-4.5-noble)POET_2.0.tar.gz(r-4.4-noble)
POET_2.0.tgz(r-4.4-emscripten)POET_2.0.tgz(r-4.3-emscripten)
POET.pdf |POET.html✨
POET/json (API)

# Install 'POET' in R:
install.packages('POET', repos = c('https://zhelcheva.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.92 score 2 packages 14 scripts 151 downloads 14 mentions 3 exports 0 dependencies

Last updated 8 years agofrom:10add3977b. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 06 2024
R-4.5-winOKNov 06 2024
R-4.5-linuxOKNov 06 2024
R-4.4-winOKNov 06 2024
R-4.4-macOKNov 06 2024
R-4.3-winOKNov 06 2024
R-4.3-macOKNov 06 2024

Exports:POETPOETCminPOETKhat

Dependencies: