Documentation
ExtendMosaicFactorTest
FactorModelDataGenerator
build_adaptive_tiling()
estimate_covariance()
greedy_grouping()
ExtendMosaicFactorTest.sign_flipping
ExtendMosaicFactorTest.rng
ExtendMosaicFactorTest.ridge_alphas
ExtendMosaicFactorTest.compute_mosaic_residuals()
ExtendMosaicFactorTest.flip_sign_residuals()
FactorModelDataGenerator.generate_data_block_correlation()
FactorModelDataGenerator.generate_data_diagonal_plus_common_factor()
FactorModelDataGenerator.generate_data_random_correlation()