Package | Description |
---|---|
dev.nm.stat.factor.implicitmodelpca |
Class and Description |
---|
ExplicitImplicitModelPCA
Given a time series of vectored observations, we decompose them
into a reduced dimension of linear sum of both explicit/specified and
implicit factors.
|
ExplicitImplicitModelPCA.Result |
ImplicitModelPCA.Result
the regression results
|
Copyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.