compute_gamma_FPR {FARS}R Documentation

Compute Adaptive Threshold Cross-Sectional Robust Gamma (AT-CSR) Fresoli, Poncela and Ruiz (2024)

Description

Compute Adaptive Threshold Cross-Sectional Robust Gamma (AT-CSR) Fresoli, Poncela and Ruiz (2024)

Usage

compute_gamma_FPR(Residuals, Loadings)

[Package FARS version 0.5.0 Index]