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pECV  

Entrywise Splitting Cross-Validation for Factor Models
View on CRAN: Click here


Download and install pECV package within the R console
Install from CRAN:
install.packages("pECV")

Install from Github:
library("remotes")
install_github("cran/pECV")

Install by package version:
library("remotes")
install_version("pECV", "1.0.1")



Attach the package and use:
library("pECV")
Maintained by
Zhijing Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-08-28
Latest Update: 2025-08-28
Description:
Implements entrywise splitting cross-validation (ECV) and its penalized variant (pECV) for selecting the number of factors in generalized factor models.
How to cite:
Zhijing Wang (2025). pECV: Entrywise Splitting Cross-Validation for Factor Models. R package version 1.0.1, https://cran.r-project.org/web/packages/pECV. Accessed 30 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited pECV R package
View pECV citation profile
Other R packages that pECV depends, imports, suggests or enhances
Complete documentation for pECV
Functions, R codes and Examples using the pECV R package
Full pECV package functions and examples
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