l1rotation-package: l1rotation: Identify Loading Vectors under Sparsity in Factor...

In l1rotation: Identify Loading Vectors under Sparsity in Factor Models

l1rotation: Identify Loading Vectors under Sparsity in Factor Models

Description

Simplify the loading matrix in factor models using the l1 criterion as proposed in Freyaldenhoven (2025) \Sexpr[results=rd]{tools:::Rd_expr_doi("10.21799/frbp.wp.2020.25")}. Given a data matrix, find the rotation of the loading matrix with the smallest l1-norm and/or test for the presence of local factors with main function local_factors().

Author(s)

Maintainer: Ryan Kobler [e-mail]

Authors:

• Simon Freyaldenhoven [e-mail] [copyright holder]

See Also

Useful links:

• https://kobleary.github.io/l1rotation/

• https://github.com/SimonFreyaldenhoven/l1rotation

• Report bugs at https://github.com/SimonFreyaldenhoven/l1rotation/issues

l1rotation documentation built on June 8, 2025, 12:47 p.m.