HPCA                    Huber Principal Component Analysis for
                        Large-Dimensional Factor Models
HPCA_FN                 Estimating Factor Numbers via Rank Minimization
                        Corresponding to Huber PCA
IQR                     Iterative Quantile Regression Methods for
                        Quantile Factor Models
IQR_FN                  Estimating Factor Numbers via Rank Minimization
                        Corresponding to IQR
PCA                     Principal Component Analysis for
                        Large-Dimensional Factor Models
PCA_FN                  Estimating Factor Numbers via Eigenvalue Ratios
                        Corresponding to PCA
RTS                     Robust Two Step Algorithm for Large-Dimensional
                        Elliptical Factor Models
RTS_FN                  Estimating Factor Numbers Robustly via
                        Multivariate Kendall’s Tau Eigenvalue Ratios
