projcore calculate the projected matrix given
factors.
projcore(
x,
b,
method = c("lasso", "sam", "ols"),
one.SE = TRUE,
refit = TRUE,
randSeed = 0
)first vector
factor matrix
projection method. Default = 'lasso'.
whether to use the 1se rule for glmnet. Default = TRUE.
whether to refit the selected model. Default = TRUE.
the random seed for the program. Default = 0.
the residual matrix after projection