SFM
A Package for Analyzing Skew Factor Models
Generates Skew Factor Models data and applies Sparse Online Principal Component (SOPC) method to estimate model parameters. It includes capabilities for calculating mean squared error, relative error, and sparsity of the loading matrix. Additionally, it includes robust regression methods such as adaptive Huber regression.The philosophy of the package is described in Guo G. (2023) doi:10.1007/s00180-022-01270-z.
- Version0.1.0
- R versionunknown
- LicenseMIT
- Needs compilation?No
- Languageen-US
- Last release11/12/2024
Team
Guangbao Guo
MaintainerShow author detailsYu Jin
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- Imports4 packages
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