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number-of-factors

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feiyoung / GFM

Generalized factor model for ultrahigh dimensional mixed-type data

feature-extraction nonlinear-dimension-reduction approximate-factor-model number-of-factors

Updated Sep 17, 2024
HTML

feiyoung / MGFM

Generalized Factor Model with MATLAB version

nonlinear-dimension-reduction approximate-factor-model number-of-factors

Updated Dec 7, 2021
MATLAB

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