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pECV (version 1.0.1)

Entrywise Splitting Cross-Validation for Factor Models

Description

Implements entrywise splitting cross-validation (ECV) and its penalized variant (pECV) for selecting the number of factors in generalized factor models.

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Install

install.packages('pECV')

Monthly Downloads

131

Version

1.0.1

License

GPL-3

Issues

0

Pull Requests

0

Stars

2

Forks

0

Maintainer

Zhijing Wang

Last Published

August 28th, 2025

Functions in pECV (1.0.1)

pECV

Entrywise Splitting Cross-Validation for Factor Models
generate_continuous_data

Generate continuous data example
generate_continuous_data_miss

Generate continuous data with missing values
generate_binary_data

Generate binary data example
generate_count_data_miss

Generate count data with missing values
generate_count_data

Generate count data example
generate_binary_data_miss

Generate binary data with missing values
estimate_C

Estimate constraint constant C for continuous data
pECV.miss

Entrywise Splitting Cross-Validation with Missing Data
estimate_C_binary

Estimate constraint constant C for binary data