estimate_ar_res         Estimate AR(p) model
estimate_ardl_multi     Estimate ARDL(p1, p2) model
eval_factors            Evaluate extracted factors against target
                        returns
grunfeld                Grunfeld (1958) investment dataset
he2023_dacheng202       Dacheng 202-portfolio value-weighted returns
                        from He, Huang, Li, Zhou (2023)
he2023_factors          Factor proxies from He, Huang, Li, Zhou (2023)
he2023_ff17vw           Fama-French 17-industry value-weighted
                        portfolios from He, Huang, Li, Zhou (2023)
he2023_ff30vw           Fama-French 30-industry value-weighted
                        portfolios from He, Huang, Li, Zhou (2023)
he2023_ff48ew           Fama-French 48-industry equal-weighted
                        portfolios from He, Huang, Li, Zhou (2023)
he2023_ff48vw           Fama-French 48-industry value-weighted
                        portfolios from He, Huang, Li, Zhou (2023)
he2023_ff5              Fama-French 5-factor data from He, Huang, Li,
                        Zhou (2023)
huang2022_ip            Industrial production growth from Huang, Jiang,
                        Li, Tong, Zhou (2022)
huang2022_macro         FRED-MD macro predictors from Huang, Jiang, Li,
                        Tong, Zhou (2022)
ipca_est                IPCA factor extraction
oos_standardize         Standardize columns to zero mean and unit
                        variance
pca_est                 PCA factor extraction
pls_est                 PLS factor extraction (Matlab-faithful NIPALS
                        algorithm)
predict.sdim_fit        Project new data onto estimated factor loadings
predict.sdim_spca       Project new data onto estimated sPCA factor
                        loadings
rra_est                 Reduced-Rank Approach (RRA) factor extraction
select_ar_lag_sic       Select AR lag order by SIC (BIC)
spca_est                Scaled PCA factor extraction
