Eigenvalue-Based Estimation of the Number of Factors in Approximate Factor Models // 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) doi:10.3982/ECTA8968, the information criteria of Bai and Ng (2002) doi:10.1111/1468-0262.00273, the tuned penalty of Alessi, Barigozzi and Capasso (2010) doi:10.1016/j.spl.2010.08.005, the auto-covariance ratio estimator of Lam and Yao (2012) doi:10.1214/12-AOS970, and the edge distribution estimators of Onatski (2009) doi:10.3982/ECTA6964 and Onatski (2010) doi:10.1162/REST_a_00043.