R: Elliptical Factor Models

# Elliptical Factor Models

## Documentation for package ‘EFM’ version 1.3.0

- DESCRIPTION file

## Help Pages

EFM | The EFM function is to generate Elliptical Factor Models data.
elliptical_errors | Calculate errors for elliptical distributions
FanPC.EFM | Apply the FanPC method to the Elliptical Factor Model
incremental_perturb_pca | Incremental Perturbation PCA
PC1.EFM | Apply the PC method to the Elliptical Factor Model
PPC | PPC: Principal Projection Components
PPC1.EFM | Apply the PPC method to the Elliptical Factor Model
robust_perturb_pca | Random Perturbation Robust PCA
SOPC.EFM | SOPC Estimation Function for Elliptical Factor Model