R: Eigenvalue-Based Estimation of the Number of Factors in Approximate Factor Models

# Eigenvalue-Based Estimation of the Number of Factors in Approximate Factor Models

## Documentation for package ‘factorselect’ version 0.1.3

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

.abc | Alessi, Barigozzi and Capasso (2010) Tuned Information Criteria
.ahn_horenstein | Ahn-Horenstein Eigenvalue Ratio Estimator
.bai_ng | Bai and Ng (2002) Information Criteria for Number of Factors
.extract_eigenvalues | Extract Leading Eigenvalues from a Panel Data Matrix
.lam_yao | Lam and Yao (2012) Eigenvalue Ratio Estimator
.onatski_2009 | Onatski (2009) Test for the Number of Factors
.onatski_2010 | Onatski (2010) Edge Distribution Estimator
.prepare_matrix | Demean and Scale a Matrix for Factor Analysis
plot.factor_select | Plot Method for factor_select Objects
print.factor_select | Print Method for factor_select Objects
select_factors | Select the Number of Factors in an Approximate Factor Model
simulate_factor_model | Simulate Data from an Approximate Factor Model
summary.factor_select | Summary Method for factor_select Objects