Get started with sdim2 days ago
Overview | Quick start | PCA, PLS, and RRA | Scaled PCA | IPCA | Prediction | Factor evaluation | Bundled datasets
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IPCA with the Grunfeld dataset2 days ago
The IPCA model | Data preparation | Fitting IPCA | Validation against the Python ipca package | Multiple factors | References
Replicating He et al. (2023)2 days ago
Setup | Replication | Results | References
Replicating Huang et al. (2022)2 days ago
Data | Methodology | Out-of-sample loop | Results | Key spca_est() features used | References
Replicating He et al. (2023)2 months ago
Setup | Replication | Results | References
Replicating Huang et al. (2022)2 months ago
Data | Methodology | Out-of-sample loop | Results | Key spca_est() features used | References
Get started with sdim2 months ago
Overview | Quick start | PCA, PLS, and RRA | Scaled PCA | IPCA | Prediction | Factor evaluation | Bundled datasets
IPCA with the Grunfeld dataset2 months ago
The IPCA model | Data preparation | Fitting IPCA | Validation against the Python ipca package | Multiple factors | References
