A Package for Analyzing Skew Factor Models

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Documentation for package ‘SFM’ version 0.2.0

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calculate_errors calculate_errors Function
FanPC.SFM Apply the FanPC method to the Skew factor model
GulPC.SFM Apply the GulPC method to the Skew factor model
IPC.SFM Apply the IPC method to the Skew factor model
OPC.SFM Apply the OPC method to the Skew factor model
PC1.SFM Apply the PC method to the Laplace factor model
PC2.SFM Apply the PC method to the Laplace factor model
PPC1.SFM Apply the PPC method to the Skew factor model
PPC2.SFM Apply the PPC method to the Skew factor model
SAPC.SFM Stochastic Approximation Principal Component Analysis
SFM The SFM function is to generate Skew Factor Models data.
SOPC.SFM SOPC Estimation Function
SPC.SFM Apply the SPC method to the Skew factor model