Displaying 3 results from an estimated 3 matches for "quantlet".
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quantile
2004 Jun 28
3
How to determine the number of dominant eigenvalues in PCA
Dear All,
I want to know if there is some easy and reliable way
to estimate the number of dominant eigenvalues
when applying PCA on sample covariance matrix.
Assume x-axis is the number of eigenvalues (1, 2, ....,n), and y-axis is the
corresponding eigenvalues (a1,a2,..., an) arranged in desceding order.
So this x-y plot will be a decreasing curve. Someone mentioned using the elbow (knee)
2004 May 11
2
bilinear and non linear
Dear all,
there are R packages able to simulate or estimate bilinear model for time
series?
I know it is an open problem, but do exist something for very simplified
bilinear models?
Alternatively, what kinfd of non linear time series models are performed
in R?
If R is not able, could someone suggest me for some commercial softwares
to deal with bilinear models?
i'm afraid of a negative
2004 May 26
3
Common principle components
Dear all,
Can anyone point me to a package that can perform Common principle components?
Thank you.
Jos?? P. Granadeiro