| 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 |
| incremental_perturb_pca |
Incremental Perturbation PCA |
| PC1.EFM |
Apply the PC method to the Elliptical Factor Model |
| PPC |
PPC: Principal Projection Components |
| PPC1.EFM |
Apply the PPC method to the Elliptical Factor Model |
| robust_perturb_pca |
Random Perturbation Robust PCA |
| SOPC.EFM |
SOPC Estimation Function for Elliptical Factor Model |
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