Elliptical Factor Models
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Documentation for package ‘EFM’ version 0.5.0
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 |
| PC1.EFM | Apply the PC method to the Elliptical Factor Model |
| PPC1.EFM | Apply the PPC method to the Elliptical Factor Model |
| SOPC.EFM | SOPC Estimation Function for Elliptical Factor Model |