R: High-Dimensional Robust Factor Analysis

# High-Dimensional Robust Factor Analysis

## Documentation for package ‘HDRFA’ version 0.1.5

- DESCRIPTION file

## Help Pages

HPCA | Huber Principal Component Analysis for Large-Dimensional Factor Models
HPCA_FN | Estimating Factor Numbers via Rank Minimization Corresponding to Huber PCA
IQR | Iterative Quantile Regression Methods for Quantile Factor Models
IQR_FN | Estimating Factor Numbers via Rank Minimization Corresponding to IQR
PCA | Principal Component Analysis for Large-Dimensional Factor Models
PCA_FN | Estimating Factor Numbers via Eigenvalue Ratios Corresponding to PCA
RTS | Robust Two Step Algorithm for Large-Dimensional Elliptical Factor Models
RTS_FN | Estimating Factor Numbers Robustly via Multivariate Kendall’s Tau Eigenvalue Ratios