Distributed Laplace Factor Model

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Documentation for package ‘DLFM’ version 0.1.1

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DGulPC Distributed general unilateral loading principal component
DIPC Distributed Incremental Principal Component Analysis (DIPC)
DPC Distributed principal component
DPPC Distributed projection principal component
factor.tests Factor Model Testing with Wald, GRS, PY tests and FDR control
FanPC Apply the FanPC method to the Laplace factor model
Ftest Apply the Farmtest method to the Laplace factor model
GulPC General unilateral loading principal component
LFM Generate Laplace factor models
PC Principal component
PPC Projection principal component