gofar: Generalized Co-Sparse Factor Regression

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.

Getting started

Package details

AuthorAditya Mishra [aut, cre], Kun Chen [aut]
MaintainerAditya Mishra <amishra@flatironinstitute.org>
LicenseGPL (>= 3.0)
Version0.1
URL https://github.com/amishra-stats/gofar https://www.sciencedirect.com/science/article/pii/S0167947320302188
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gofar")

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gofar documentation built on March 18, 2022, 7:30 p.m.