GrFA

Group Factor Analysis

CRAN Package

Several group factor analysis algorithms are implemented, including Canonical Correlation-based Estimation by Choi et al. (2021) doi:10.1016/j.jeconom.2021.09.008, Generalised Canonical Correlation Estimation by Lin and Shin (2023) doi:10.2139/ssrn.4295429, Circularly Projected Estimation by Chen (2022) doi:10.1080/07350015.2022.2051520, and Aggregated projection method.

  • Version0.2
  • R version≥ 3.5.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release08/24/2024

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  • Imports1 package