Package: factorselect
Title: Eigenvalue-Based Estimation of the Number of Factors in
        Approximate Factor Models
Version: 0.1.3
Authors@R: person("Jason", "Parker", email = "jparker588@gmail.com",
                  role = c("aut", "cre"),
                  comment = c(ORCID = "0000-0001-9227-6976"))
Description: Eigenvalue-based estimation of the number of factors in
    approximate factor models. Designed to work when either N or T is
    large, without requiring both dimensions to grow simultaneously.
    Implements the eigenvalue ratio estimator of Ahn and Horenstein
    (2013) <doi:10.3982/ECTA8968>, the information criteria of Bai and
    Ng (2002) <doi:10.1111/1468-0262.00273>, the tuned penalty of
    Alessi, Barigozzi and Capasso (2010) <doi:10.1016/j.spl.2010.08.005>,
    the auto-covariance ratio estimator of Lam and Yao (2012)
    <doi:10.1214/12-AOS970>, and the edge distribution estimators of
    Onatski (2009) <doi:10.3982/ECTA6964> and Onatski (2010)
    <doi:10.1162/REST_a_00043>.
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.3.3
Suggests: RSpectra, testthat (>= 3.0.0), knitr, rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
URL: https://github.com/penny4nonsense/factorselect
BugReports: https://github.com/penny4nonsense/factorselect/issues
NeedsCompilation: no
Packaged: 2026-04-24 19:22:51 UTC; e200601
Author: Jason Parker [aut, cre] (ORCID:
    <https://orcid.org/0000-0001-9227-6976>)
Maintainer: Jason Parker <jparker588@gmail.com>
Repository: CRAN
Date/Publication: 2026-04-28 19:20:14 UTC
Built: R 4.6.0; ; 2026-04-28 20:29:31 UTC; unix
