gofar

Generalized Co-Sparse Factor Regression

CRAN Package

Divide and conquer approach for estimating low-rank and sparse coefficient matrix in the generalized co-sparse factor regression. Please refer the manuscript 'Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127' for more details.

  • Version0.1
  • R versionunknown
  • LicenseGPL (≥ 3.0)
  • Needs compilation?Yes
  • Languageen-US
  • Last release03/02/2022

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  • Imports5 packages
  • Linking To2 packages