CoFM                    Generate Copula Factor Models Data and Perform
                        Tests
Copula_errors           Generate Copula-Distributed Error Terms
FanPC_CoFM              Perform Factor Analysis via Principal Component
                        (FanPC) for CoFM
FanPC_basic             Perform Basic FanPC Factor Analysis
PC_CoFM                 Perform PCA-based Factor Estimation for CoFM
PPC_CoFM                Perform Projected PCA (PPC) Estimation for CoFM
PPC_basic               Perform Basic Projected PCA (PPC) Estimation
PPC_new                 Center-then-PCA: Projection on the Orthogonal
                        Complement of the Mean Vector
PPC_u                   Projection-on-Complement PCA (Generalized)
air_quality             Air Quality Data Set
poet                    POET: Principal Orthogonal complEment
                        Thresholding
