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GrFA: Group Factor Analysis
Implements statistical methods for group factor analysis, focusing on estimating the number of global and local factors and extracting them. Several algorithms are implemented, including Canonical Correlation-based Estimation by Choi et al. (2021) <doi:10.1016/j.jeconom.2021.09.008>, Generalised Canonical Correlation Estimation by Lin and Shin (2023) <doi:10.2139/ssrn.4295429>, Circularly Projected Estimation by Chen (2022) <doi:10.1080/07350015.2022.2051520>, and the Aggregated Projection Method by Hu et al. (2025) <doi:10.1080/01621459.2025.2491154>.
Getting started
Browse package contents
Package details |
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| Author | Jiaqi Hu [cre, aut], Ting Li [aut], Xueqin Wang [aut] |
| Maintainer | Jiaqi Hu <hujiaqi@mail.ustc.edu.cn> |
| License | GPL (>= 3) |
| Version | 0.2.2 |
| Package repository | View on CRAN |
| Installation |
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