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SFM  

A Package for Analyzing Skew Factor Models
View on CRAN: Click here


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

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

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



Attach the package and use:
library("SFM")
Maintained by
Guangbao Guo
[Scholar Profile | Author Map]
First Published: 2024-11-12
Latest Update: 2024-11-12
Description:
Generates Skew Factor Models data and applies Sparse Online Principal Component (SOPC) method to estimate model parameters. It includes capabilities for calculating mean squared error, relative error, and sparsity of the loading matrix. Additionally, it includes robust regression methods such as adaptive Huber regression.The philosophy of the package is described in Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.
How to cite:
Guangbao Guo (2024). SFM: A Package for Analyzing Skew Factor Models. R package version 0.1.0, https://cran.r-project.org/web/packages/SFM. Accessed 21 Feb. 2025.
Previous versions and publish date:
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Complete documentation for SFM
Functions, R codes and Examples using the SFM R package
Full SFM package functions and examples
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