penfa: Single- And Multiple-Group Penalized Factor Analysis

Fits single- and multiple-group penalized factor analysis models via a trust-region algorithm with integrated automatic multiple tuning parameter selection (Geminiani et al., 2021 <doi:10.1007/s11336-021-09751-8>). Available penalties include lasso, adaptive lasso, scad, mcp, and ridge.

Package details

AuthorElena Geminiani [aut, cre] (<https://orcid.org/0000-0001-5992-9728>), Giampiero Marra [aut] (<https://orcid.org/0000-0002-9010-2646>), Irini Moustaki [aut] (<https://orcid.org/0000-0001-8371-1251>)
MaintainerElena Geminiani <geminianielena@gmail.com>
LicenseGPL-3
Version0.1.1
URL https://github.com/egeminiani/penfa
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("penfa")

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penfa documentation built on July 17, 2021, 9:08 a.m.