REFA

Robust Exponential Factor Analysis

CRAN Package

A robust alternative to the traditional principal component estimator is proposed within the framework of factor models, known as Robust Exponential Factor Analysis, specifically designed for the modeling of high-dimensional datasets with heavy-tailed distributions. The algorithm estimates the latent factors and the loading by minimizing the exponential squared loss function. To determine the appropriate number of factors, we propose a modified rank minimization technique, which has been shown to significantly enhance finite-sample performance.

  • Version0.1.0
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release11/19/2023

Documentation


Team


Insights

Last 30 days

This package has been downloaded 139 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 8 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
4 downloadsMar 4, 2025
10 downloadsMar 5, 2025
4 downloadsMar 6, 2025
5 downloadsMar 7, 2025
2 downloadsMar 8, 2025
1 downloadsMar 9, 2025
3 downloadsMar 10, 2025
11 downloadsMar 11, 2025
6 downloadsMar 12, 2025
1 downloadsMar 13, 2025
3 downloadsMar 14, 2025
4 downloadsMar 15, 2025
3 downloadsMar 16, 2025
1 downloadsMar 17, 2025
7 downloadsMar 18, 2025
6 downloadsMar 19, 2025
9 downloadsMar 20, 2025
7 downloadsMar 21, 2025
3 downloadsMar 22, 2025
5 downloadsMar 23, 2025
6 downloadsMar 24, 2025
3 downloadsMar 25, 2025
2 downloadsMar 26, 2025
5 downloadsMar 27, 2025
2 downloadsMar 28, 2025
1 downloadsMar 29, 2025
6 downloadsMar 30, 2025
2 downloadsMar 31, 2025
9 downloadsApr 1, 2025
8 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 1,704 times in the last 365 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The day with the most downloads was Jan 21, 2025 with 20 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports1 package