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LFM  

Laplace Factor Model Analysis and Evaluation
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("LFM", "0.1.0")



Attach the package and use:
library("LFM")
Maintained by
Guangbao Guo
[Scholar Profile | Author Map]
All associated links for this package
Description:
Enables the generation of Laplace factor models across diverse Laplace distributions and facilitates the application of Sparse Online Principal Component (SOPC), Incremental Principal Component (IPC), Parallel Principal Component (PPC), Sparse Approximate Principal Component (SAPC), Standard Principal Component (SPC), and Farm Test methods to these models. Evaluates the efficacy of these methods within the context of Laplace factor models by scrutinizing parameter estimation accuracy, mean square error, and the degree of sparsity.
How to cite:
Guangbao Guo (). LFM: Laplace Factor Model Analysis and Evaluation. R package version 0.1.0, https://cran.r-project.org/web/packages/LFM. Accessed 27 Nov. 2024.
Previous versions and publish date:
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