egeminiani/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.
Getting started
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Package details |
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| Author | Elena 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>) |
| Maintainer | Elena Geminiani <geminianielena@gmail.com> |
| License | GPL-3 |
| Version | 0.1.1 |
| URL | https://github.com/egeminiani/penfa |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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