Determining the Number of Factors in Poisson Factor Models via Thinning Cross-Validation


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Documentation for package ‘tcv’ version 0.1.0

Help Pages

add_identifiability Enforce Identifiability Constraints on Factor Model Components
chooseFacNumber_ratio Estimating the Number of Factor by Eigenvalue Ratio of Natural Parameter Matrix in Generalized Factor Model.
multiDT Perform Thinning Cross-Validation to Select Factor Number