Robust Estimation for Multi-Study High-Dimensional Elliptical Factor Analytics

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Documentation for package ‘MultiEFM’ version 0.1.3

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

gendata_simu_robust	Generate Simulated Data for Robust Multi-Study Elliptical Factor Model
MultiEFM	Fit the high-dimensional multi-study elliptical factor model
selectFac.MultiEFM	Select the number of factors for MultiEFM