R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
HDMFA
View on CRAN: Click
here
Download and install HDMFA package within the R console
Install from CRAN:
install.packages("HDMFA")
Install from Github:
library("remotes")
install_github("cran/HDMFA") Install by package version:
library("remotes")
install_version("HDMFA", "0.1.1") Attach the package and use:
library("HDMFA")
Maintained by
Ran Zhao
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-05-30
Latest Update: 2024-01-20
Description:
High-dimensional matrix factor models have drawn much attention in view of the fact that observations are usually well structured to be an array such as in macroeconomics and finance. In addition, data often exhibit heavy-tails and thus it is also important to develop robust procedures. We aim to address this issue by replacing the least square loss with Huber loss function. We propose two algorithms to do robust factor analysis by considering the Huber loss. One is based on minimizing the Huber loss of the idiosyncratic error's Frobenius norm, which leads to a weighted iterative projection approach to compute and learn the parameters and thereby named as Robust-Matrix-Factor-Analysis (RMFA), see the details in He et al. (2023). The other one is based on minimizing the element-wise Huber loss, which can be solved by an iterative Huber regression algorithm (IHR), see the details in He et al. (2023) . In this package, we also provide the algorithm for alpha-PCA by Chen & Fan (2021) , the Projected estimation (PE) method by Yu et al. (2022). In addition, the methods for determining the pair of factor numbers are also given.
How to cite:
Ran Zhao (2023). HDMFA: High-Dimensional Matrix Factor Analysis. R package version 0.1.1, https://cran.r-project.org/web/packages/HDMFA. Accessed 07 Mar. 2026.
Previous versions and publish date:
0.1.0 (2023-05-30 12:50)
Other packages that cited HDMFA R package
View HDMFA citation profile
Other R packages that HDMFA depends,
imports, suggests or enhances
Complete documentation for HDMFA
Functions, R codes and Examples using
the HDMFA R package
Full HDMFA package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
portalr
Download and generate summaries for the rodent,
plant, ant, and weather data from the Portal Projec ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Glenda M. Yenni (view profile)
SAMtool
Simulation tools for closed-loop simulation are provided for the 'MSEtool' operating model to inform ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Quang Huynh (view profile)
nextGenShinyApps
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
ReviewR
A portable Shiny tool to explore patient-level electronic health record data
and perform chart revi ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: David Mayer (view profile)
lmSubsets
Exact and approximation algorithms for variable-subset
selection in ordinary linear regression mode ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Marc Hofmann (view profile)
testDriveR
Provides data sets for teaching statistics and data science courses. It includes a sample of data f ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Christopher Prener (view profile)
26,264
R Packages
223,360
Dependencies
70,376
Author Associations
26,265
Publication Badges
