@ImpactSignFlip is used to correct the signs of columns in a factor of a covariance matrix when the signs themselves may not be identified by the process of computing the factor (with @ShortAndLong or Blanchard-Quah factorizations for instance).
Detailed description
IMPACTSIGNFLIP—Procedure for standardizing impact signs
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TomDoan
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IMPACTSIGNFLIP—Procedure for standardizing impact signs
Last bumped by TomDoan on Mon Jul 21, 2025 9:33 am.