Distributed Online Covariance Matrix Tests for Truncated Factor Model

Documentation for package ‘DTFM’ version 0.1.5

admission_predict	Admission Prediction Data
Chinese_Herbal_Tea	Chinese Herbal Tea Consumer Survey Data
CLX	Two-Sample Covariance Test by Cai, Liu and Xia (2013)
cm13	One-Sample Covariance Test by Cai and Ma (2013)
concrete	Concrete Compressive Strength
FanPC_TFM	Apply the FanPC method to the Truncated factor model
GOOG	Daily Google Stock Data
LC	Two-Sample Covariance Test by Li and Chen (2012)
new_energy_vehicle	New Energy Vehicle Purchase Intention Survey Data
protein	Data Frame 'protein'
real_estate_valuation	Real Estate Valuation
review	Travel Review Dataset
riboflavin	Riboflavin Production Data
riboflavinv100	Riboflavin Production Data (Top 100 Genes)
syk	One Sample Covariance Test by Srivastava, Yanagihara, and Kubokawa (2014)
taxi_trip_pricing	Taxi Trip Pricing
TFM	Truncated Factor Model Data Generator
ttest.TFM	T-test for Truncated Factor Model
winequality.white	White Wine Quality
yacht_hydrodynamics	Yacht Hydrodynamics