Distributed Skew Factor Model Estimation Methods
calculate_errors Function
Distributed Fan Principal Component Analysis
Distributed Gao Principal Component Analysis
Distributed Gul Principal Component Analysis
Distributed Principal Component Analysis
Distributed Probabilistic Principal Component Analysis
Distributed Sparse Principal Component Analysis
Factor Model Testing with Wald, GRS, PY tests and FDR control
The SFM function is to generate Skew Factor Models data.
The sparse online principal component can not only process online data...
The sparse principal component can obtain sparse solutions of the eige...
Provides a distributed framework for simulating and estimating skew factor models under various skewed and heavy-tailed distributions. The methods support distributed data generation, aggregation of local estimators, and evaluation of estimation performance via mean squared error, relative error, and sparsity measures. The distributed principal component (PC) estimators implemented in the package include 'IPC' (Independent Principal Component),'PPC' (Project Principal Component), 'SPC' (Sparse Principal Component), and other related distributed PC methods. The methodological background follows Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.