pECV
Entrywise Splitting Cross-Validation for Factor Models
Implements entrywise splitting cross-validation (ECV) and its penalized variant (pECV) for selecting the number of factors in generalized factor models.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | pECV_1.0.1.tar.gz |
137.8 KiB |
1.0.1 |
rolling linux/noble R-4.5 | pECV_1.0.1.tar.gz |
140.4 KiB |
1.0.1 |
rolling source/ R- | pECV_1.0.1.tar.gz |
14.7 KiB |
1.0.1 |
latest linux/jammy R-4.5 | pECV_1.0.1.tar.gz |
137.8 KiB |
1.0.1 |
latest linux/noble R-4.5 | pECV_1.0.1.tar.gz |
140.4 KiB |
1.0.1 |
latest source/ R- | pECV_1.0.1.tar.gz |
14.7 KiB |
1.0.1 |
2026-04-26 source/ R- | pECV_1.0.1.tar.gz |
14.7 KiB |
1.0.1 |
2026-04-23 source/ R- | pECV_1.0.1.tar.gz |
14.7 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | pECV_1.0.1.zip |
467.7 KiB |