Laplace Factor Model Analysis and Evaluation


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Documentation for package ‘LFM’ version 0.2.0

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FanPC_LFM Apply the FanPC method to the Laplace factor model
Ftest_LFM Apply the Farmtest method to the Laplace factor model
GulPC_LFM Apply the GulPC method to the Laplace factor model
IPC_LFM Apply the IPC method to the Laplace factor model
LFM Generate Laplace factor models
OPC_LFM Apply the OPC method to the Laplace factor model
PC1_LFM Apply the PC method to the Laplace factor model
PC2_LFM Apply the PC method to the Laplace factor model
PPC1_LFM Apply the PPC method to the Laplace factor model
PPC2_LFM Apply the PPC method to the Laplace factor model
SAPC_LFM Apply the SAPC method to the Laplace factor model
SOPC_LFM Apply the SOPC method to the Laplace factor model
SPC_LFM Apply the SPC method to the Laplace factor model