Iterative Alternating Least Square Estimation for Large-Dimensional Matrix Factor Model


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Documentation for package ‘IALS’ version 0.1.3

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Distance The distance between the spaces spanned by the column of two matrices.
IALS Iterative Alternating Least Square Estimation for Large-dimensional Matrix Factor Model
KIALS Estimating the Pair of Factor Numbers via Eigenvalue Ratios Corresponding to IALS