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TFM  

Sparse Online Principal Component for Truncated Factor Model
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("TFM", "0.5.2")



Attach the package and use:
library("TFM")
Maintained by
Guangbao Guo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-11-14
Latest Update: 2025-06-09
Description:
The Truncated Factor Model is a statistical model designed to handle specific data structures in data analysis. This R package focuses on the Sparse Online Principal Component Estimation method, which is used to calculate data such as the loading matrix and specific variance matrix for truncated data, thereby better explaining the relationship between common factors and original variables. Additionally, the R package also provides other equations for comparison with the Sparse Online Principal Component Estimation method.The philosophy of the package is described in Guangbao Guo. (2023) <doi:10.1007/s00180-022-01270-z>.
How to cite:
Guangbao Guo (2024). TFM: Sparse Online Principal Component for Truncated Factor Model. R package version 0.5.2, https://cran.r-project.org/web/packages/TFM. Accessed 26 Aug. 2026.
Previous versions and publish date:
(2026-07-09 08:27), 0.1.0 (2024-11-14 16:40), 0.2.0 (2025-02-26 01:50), 0.3.0 (2025-04-16 16:30), 0.4.0 (2025-05-16 11:20), 0.5.2 (2025-06-09 04:20)
Other packages that cited TFM R package
View TFM citation profile
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Complete documentation for TFM
Functions, R codes and Examples using the TFM R package
Full TFM package functions and examples
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