Robust Estimation for Multi-Study High-Dimensional Elliptical
Factor Analytics
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Documentation for package ‘MultiEFM’ version 0.1.3
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 |