adds citation to EigenDiff

dcgerard · Mar 14, 2019 · 2390987 · 2390987
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commit 2390987
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diff --git a/R/poisthin.R b/R/poisthin.R
@@ -393,6 +393,9 @@ uncorassign <- function(n,
 #' of `Y`. I also increase the performance by only calculating the
 #' singular values (not the singular vectors).
 #'
+#' The method estimates the number of factors by the Eigenvalue Difference
+#' Method of Onatski (2010).
+#'
 #' @param Y A matrix to estimate the rank.
 #' @param rmax The maximum rank.
 #' @param niter The maximum number of iterations.
@@ -401,6 +404,9 @@ uncorassign <- function(n,
 #'     Factor Analysis and Confounder Adjusted Testing and Estimation.
 #'     R package version 1.0.4. https://CRAN.R-project.org/package=cate
 #'
+#'     A. Onatski (2010), Determining the number of factors from empirical
+#'     distribution of eigenvalues. The Review of Economics and Statistics 92(4).
+#'
 #' @author David Gerard
 EigenDiff <- function (Y,
                        rmax = min(3 * sqrt(nrow(Y)), nrow(Y), ncol(Y)),

diff --git a/man/EigenDiff.Rd b/man/EigenDiff.Rd