POET
Principal Orthogonal ComplEment Thresholding (POET) Method
Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.0 |
2026-04-09 windows/windows R-4.5 | POET_2.0.zip |
31.8 KiB |