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 |
rolling linux/jammy R-4.5 | POET_2.0.tar.gz |
29.3 KiB |
2.0 |
rolling linux/noble R-4.5 | POET_2.0.tar.gz |
29.2 KiB |
2.0 |
rolling source/ R- | POET_2.0.tar.gz |
4.8 KiB |
2.0 |
latest linux/jammy R-4.5 | POET_2.0.tar.gz |
29.3 KiB |
2.0 |
latest linux/noble R-4.5 | POET_2.0.tar.gz |
29.2 KiB |
2.0 |
latest source/ R- | POET_2.0.tar.gz |
4.8 KiB |
2.0 |
2026-04-26 source/ R- | POET_2.0.tar.gz |
4.8 KiB |
2.0 |
2026-04-23 source/ R- | POET_2.0.tar.gz |
4.8 KiB |
2.0 |
2026-04-09 windows/windows R-4.5 | POET_2.0.zip |
31.8 KiB |
2.0 |
2025-04-20 source/ R- | POET_2.0.tar.gz |
4.8 KiB |