Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.
https://anaconda.org/r/r-poet/badges/version.svg
https://anaconda.org/r/r-poet/badges/latest_release_date.svg
https://anaconda.org/r/r-poet/badges/latest_release_relative_date.svg
https://anaconda.org/r/r-poet/badges/platforms.svg
https://anaconda.org/r/r-poet/badges/license.svg
https://anaconda.org/r/r-poet/badges/downloads.svg