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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "factorselect" in publications use:'
type: software
license: MIT
title: 'factorselect: Eigenvalue-Based Estimation of the Number of Factors in Approximate
  Factor Models'
version: 0.1.2
doi: 10.32614/CRAN.package.factorselect
abstract: Eigenvalue-based estimation of the number of factors in approximate factor
  models. Designed to work when either N or T is large, without requiring both dimensions
  to grow simultaneously. Implements the eigenvalue ratio estimator of Ahn and Horenstein
  (2013) <https://doi.org/10.3982/ECTA8968>, the information criteria of Bai and Ng
  (2002) <https://doi.org/10.1111/1468-0262.00273>, the tuned penalty of Alessi, Barigozzi
  and Capasso (2010) <https://doi.org/10.1016/j.spl.2010.08.005>, the auto-covariance
  ratio estimator of Lam and Yao (2012) <https://doi.org/10.1214/12-AOS970>, and the
  edge distribution estimators of Onatski (2009) <https://doi.org/10.3982/ECTA6964>
  and Onatski (2010) <https://doi.org/10.1162/REST_a_00043>.
authors:
- family-names: Parker
  given-names: Jason
  email: jparker588@gmail.com
  orcid: https://orcid.org/0000-0001-9227-6976
repository: https://penny4nonsense.r-universe.dev
repository-code: https://github.com/penny4nonsense/factorselect
commit: f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c
url: https://github.com/penny4nonsense/factorselect
date-released: '2026-04-22'
contact:
- family-names: Parker
  given-names: Jason
  email: jparker588@gmail.com
  orcid: https://orcid.org/0000-0001-9227-6976