EigenDiff

<p>the maximum number of factors to consider. If the estimated number of factors is rmax,
then users are encouraged to increase rmax and run again. Default is 20.</p>

rmax

<p>the ed method to estimate the number of factors proposed by Onatski(2010)</p>

internal

Provides several methods for factor analysis in high dimension (both n,p >> 1) and methods to adjust for possible confounders in multiple hypothesis testing.

Qingyuan Zhao

EigenDiff: the ed method to estimate the number of factors proposed by Onatski(2010)

Description

Usage

Arguments