LFM

Laplace Factor Model Analysis and Evaluation

CRAN Package

Enables the generation of Laplace factor models across diverse Laplace distributions and facilitates the application of Sparse Online Principal Component (SOPC), Incremental Principal Component (IPC), Parallel Principal Component (PPC), Sparse Approximate Principal Component (SAPC), Standard Principal Component (SPC), and Farm Test methods to these models. Evaluates the efficacy of these methods within the context of Laplace factor models by scrutinizing parameter estimation accuracy, mean square error, and the degree of sparsity.

  • Version0.1.0
  • R version≥ 3.5.0
  • LicenseMIT
  • Needs compilation?No
  • Languageen-US
  • Last release11/19/2024

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  • Imports6 packages
  • Suggests1 package