Nothing
GFM: Generalized Factor Model
Generalized factor model is implemented for ultra-high dimensional data with mixed-type variables. Two algorithms, variational EM and alternate maximization, are designed to implement the generalized factor model, respectively. The factor matrix and loading matrix together with the number of factors can be well estimated. This model can be employed in social and behavioral sciences, economy and finance, and genomics, to extract interpretable nonlinear factors. More details can be referred to Wei Liu, Huazhen Lin, Shurong Zheng and Jin Liu. (2021) <doi:10.1080/01621459.2021.1999818>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Wei Liu [aut, cre], Huazhen Lin [aut], Shurong Zheng [aut], Jin Liu [aut], Jinyu Nie [aut] |
| Maintainer | Wei Liu <LiuWeideng@gmail.com> |
| License | GPL-3 |
| Version | 1.2.1 |
| URL | https://github.com/feiyoung/GFM |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the GFM package in your browser
Any scripts or data that you put into this service are public.
