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DSFM  

Distributed Skew Factor Model Estimation Methods
View on CRAN: Click here


Download and install DSFM package within the R console
Install from CRAN:
install.packages("DSFM")

Install from Github:
library("remotes")
install_github("cran/DSFM")

Install by package version:
library("remotes")
install_version("DSFM", "1.0.1")



Attach the package and use:
library("DSFM")
Maintained by
Guangbao Guo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-12-01
Latest Update: 2025-12-01
Description:
Provides a distributed framework for simulating and estimating skew factor models under various skewed and heavy-tailed distributions. The methods support distributed data generation, aggregation of local estimators, and evaluation of estimation performance via mean squared error, relative error, and sparsity measures. The distributed principal component (PC) estimators implemented in the package include 'IPC' (Independent Principal Component),'PPC' (Project Principal Component), 'SPC' (Sparse Principal Component), and other related distributed PC methods. The methodological background follows Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.
How to cite:
Guangbao Guo (2025). DSFM: Distributed Skew Factor Model Estimation Methods. R package version 1.0.1, https://cran.r-project.org/web/packages/DSFM. Accessed 03 Oct. 2026.
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