Distributed Laplace Factor Model

Documentation for package ‘DLFM’ version 0.1.4

Dfactor.tests	Distributed Factor Model Testing with Wald, GRS, PY tests and FDR control
DGulPC	Distributed general unilateral loading principal component
DIPC	Distributed Incremental Principal Component Analysis (DIPC)
DPC	Distributed principal component
DPPC	Distributed projection principal component
DSAPC	The distributed stochastic approximation principal component for handling online data sets with highly correlated data across multiple nodes.
factor.tests	Factor Model Testing with Wald, GRS, PY tests and FDR control
FanPC	Apply the FanPC method to the Laplace factor model
Ftest	Apply the Farmtest method to the Laplace factor model
GulPC	General unilateral loading principal component
LFM	Generate Laplace factor models
PC	Principal component
PPC	Projection principal component
SAPC	The stochastic approximation principal component can handle online data sets with highly correlated.