r-poet
Estimate large covariance matrices in approximate factor models by thresholding principal orthogonal complements.
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| Name | Type | Version | Platform | Labels | Updated | Size | Downloads | Actions |
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noarch/r-poet-2.0-r36h6115d3f_0.tar.bz2 | conda | 2.0 | noarch | main | Oct 15, 2019, 04:34 PM | 42.13 KB | 1 |