# dppalomar/covfactormodel

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38 stars · 13 forks · R · GPL-3.0

## Links

- GitHub: https://github.com/dppalomar/covFactorModel
- awesome-repositories: https://awesome-repositories.com/repository/dppalomar-covfactormodel.md

## Topics

`covariance-matrix` `factor-model` `financial-data` `pca`

## Description

Covariance Matrix Estimation via Factor Models

## Tags

### Part of an Awesome List

- [Factor Analysis](https://awesome-repositories.com/f/awesome-lists/ai/factor-analysis.md) — Covariance matrix estimation using factor models.