title: Information criteria for selecting the number of factors
body: <p>I´m looking for a package in <code>R</code> to calculate the information criteria by Bai and Ng for selecting the number of factors in the model. I found <code>POET</code>, but it only provides two of three criteria. (see page 201, equation (9) in <a href="http://www.econ.nyu.edu/user/baij/econometrica02.pdf" rel="nofollow">http://www.econ.nyu.edu/user/baij/econometrica02.pdf</a>)</p>
  
  <p>Does anyone know such a package or function?</p>