Sparse Online Principal Component for TFM


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Documentation for package ‘TFM’ version 0.1.0

Help Pages

IPC Incremental Principal Component Analysis
IPC_print Incremental Principal Component Analysis
PPC Projected Principal Component Analysis
PPC_print Projected Principal Component Analysis
SAPC Stochastic Approximation Principal Component Analysis
SAPC_print Stochastic Approximation Principal Component Analysis
SOPC Sparse Online Principal Component Analysis
SOPC_Print Sparse Online Principal Component Analysis
SPC Sparse Principal Component Analysis
SPC_print Sparse Principal Component Analysis
TFM The TFM function is to generate Truncated factor model data.
ttestTFM T-test for Truncated Factor Model
T_test_TFM T-test for Truncated Factor Model