Installation
About
Fits single- and multiple-group penalized factor analysis models via a trust-region algorithm with integrated automatic multiple tuning parameter selection (Geminiani et al., 2021 doi:10.1007/s11336-021-09751-8). Available penalties include lasso, adaptive lasso, scad, mcp, and ridge.
| Citation | penfa citation info |
| github.com/egeminiani/penfa |
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Maintainer
| Maintainer | Elena Geminiani |