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SFM: A Package for Analyzing Skew Factor Models
Generates Skew Factor Models data and applies Sparse Online Principal Component (SOPC), Incremental Principal Component (IPC), Projected Principal Component (PPC), Perturbation Principal Component (PPC), Stochastic Approximation Principal Component (SAPC), Sparse Principal Component (SPC) and other PC methods to estimate model parameters. It includes capabilities for calculating mean squared error, relative error, and sparsity of the loading matrix.The philosophy of the package is described in Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.
Getting started
Browse package contents
Package details |
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| Author | Guangbao Guo [aut, cre], Yu Jin [aut] |
| Maintainer | Guangbao Guo <ggb11111111@163.com> |
| License | MIT + file LICENSE |
| Version | 0.2.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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