caron2016 {Rnest}

A list of six correlation matrice composed of nine variables with three factors.

Description

See Caron, P.-O. (2016). A Monte Carlo examination of the broken-stick distribution to identify components to retain in principal component analysis. Journal of Statistical Computation and Simulation, 86(12), 2405-2410. doi:10.1080/00949655.2015.1112390

Usage

caron2016

Format

A list of six 9 x 9 correlation matrices found in Caron (2016).

Source

https://github.com/quantmeth