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GFM  

Generalized Factor Model
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("GFM", "1.2.2")



Attach the package and use:
library("GFM")
Maintained by
Wei Liu
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-01-05
Latest Update: 2023-08-11
Description:
Generalized factor model is implemented for ultra-high dimensional data with mixed-type variables. Two algorithms, variational EM and alternate maximization, are designed to implement the generalized factor model, respectively. The factor matrix and loading matrix together with the number of factors can be well estimated. This model can be employed in social and behavioral sciences, economy and finance, and genomics, to extract interpretable nonlinear factors. More details can be referred to Wei Liu, Huazhen Lin, Shurong Zheng and Jin Liu. (2021) .
How to cite:
Wei Liu (2022). GFM: Generalized Factor Model. R package version 1.2.2, https://cran.r-project.org/web/packages/GFM. Accessed 16 Jul. 2026.
Previous versions and publish date:
1.1.0 (2022-01-05 10:10), 1.2.0 (2023-02-13 15:00), 1.2.1 (2023-08-11 08:22), (2026-07-09 08:04)
Other packages that cited GFM R package
View GFM citation profile
Other R packages that GFM depends, imports, suggests or enhances
Complete documentation for GFM
Functions, R codes and Examples using the GFM R package
Some associated functions: Factorm . gendata . gfm . measurefun . singleIC . 
Some associated R codes: gendata.R . gfm.R . gfm_eval_intercept_init.R . gfm_eval_intercept_osfinal.R . globals.R . parallelfun.R .  Full GFM package functions and examples
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