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l1rotation  

Identify Loading Vectors under Sparsity in Factor Models
View on CRAN: Click here


Download and install l1rotation package within the R console
Install from CRAN:
install.packages("l1rotation")

Install from Github:
library("remotes")
install_github("cran/l1rotation")

Install by package version:
library("remotes")
install_version("l1rotation", "1.0.1")



Attach the package and use:
library("l1rotation")
Maintained by
Ryan Kobler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-05-20
Latest Update: 2025-05-20
Description:
Simplify the loading matrix in factor models using the l1 criterion as proposed in Freyaldenhoven (2025) <doi:10.21799/frbp.wp.2020.25>. Given a data matrix, find the rotation of the loading matrix with the smallest l1-norm and/or test for the presence of local factors with main function local_factors().
How to cite:
Ryan Kobler (2025). l1rotation: Identify Loading Vectors under Sparsity in Factor Models. R package version 1.0.1, https://cran.r-project.org/web/packages/l1rotation. Accessed 09 Mar. 2026.
Previous versions and publish date:
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Complete documentation for l1rotation
Functions, R codes and Examples using the l1rotation R package
Full l1rotation package functions and examples
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