High-Dimensional Matrix Factor Analysis

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Documentation for package ‘HDMFA’ version 0.1.1

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alpha_PCA Statistical Inference for High-Dimensional Matrix-Variate Factor Model
KMHFA Estimating the Pair of Factor Numbers via Eigenvalue Ratios or Rank Minimization.
KPCA Estimating the Pair of Factor Numbers via Eigenvalue Ratios Corresponding to alpha-PCA
KPE Estimating the Pair of Factor Numbers via Eigenvalue Ratios Corresponding to PE
MHFA Matrix Huber Factor Analysis
PE Projected Estimation for Large-Dimensional Matrix Factor Models