Other packages > Find by keyword >

sparseGFM  

Sparse Generalized Factor Models with Multiple Penalty Functions
View on CRAN: Click here


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

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

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



Attach the package and use:
library("sparseGFM")
Maintained by
Zhijing Wang
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-09-10
Latest Update: 2025-09-10
Description:
Implements sparse generalized factor models (sparseGFM) for dimension reduction and variable selection in high-dimensional data with automatic adaptation to weak factor scenarios. The package supports multiple data types (continuous, count, binary) through generalized linear model frameworks and handles missing values automatically. It provides 12 different penalty functions including Least Absolute Shrinkage and Selection Operator (Lasso), adaptive Lasso, Smoothly Clipped Absolute Deviation (SCAD), Minimax Concave Penalty (MCP), group Lasso, and their adaptive versions for inducing row-wise sparsity in factor loadings. Key features include cross-validation for regularization parameter selection using Sparsity Information Criterion (SIC), automatic determination of the number of factors via multiple information criteria, and specialized algorithms for row-sparse loading structures. The methodology employs alternating minimization with Singular Value Decomposition (SVD)-based identifiability constraints and is particularly effective for high-dimensional applications in genomics, economics, and social sciences where interpretable sparse dimension reduction is crucial. For penalty functions, see Tibshirani (1996) <doi:10.1111/j.2517-6161.1996.tb02080.x>, Fan and Li (2001) <doi:10.1198/016214501753382273>, and Zhang (2010) <doi:10.1214/09-AOS729>.
How to cite:
Zhijing Wang (2025). sparseGFM: Sparse Generalized Factor Models with Multiple Penalty Functions. R package version 0.1.0, https://cran.r-project.org/web/packages/sparseGFM. Accessed 15 Mar. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited sparseGFM R package
View sparseGFM citation profile
Other R packages that sparseGFM depends, imports, suggests or enhances
Complete documentation for sparseGFM
Functions, R codes and Examples using the sparseGFM R package
Full sparseGFM package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

ramify  
Additional Matrix Functionality
Additional matrix functionality for R including: (1) wrappers for the base matrix function that all ...
Download / Learn more Package Citations See dependency  
ATAforecasting  
Automatic Time Series Analysis and Forecasting using the Ata Method
The Ata method (Yapar et al. (2019) ), an alternative to exponential smoo ...
Download / Learn more Package Citations See dependency  
hablar  
Non-Astonishing Results in R
Simple tools for converting columns to new data types. Intuitive functions for columns with missing ...
Download / Learn more Package Citations See dependency  
seas  
Seasonal Analysis and Graphics, Especially for Climatology
Capable of deriving seasonal statistics, such as "normals", and analysis of seasonal data, such as ...
Download / Learn more Package Citations See dependency  
datana  
Datasets and Functions to Accompany Analisis De Datos Con R
Datasets and Functions to Accompany Salas-Eljatib (2021, ISBN: 9789566086109) "Analisis de datos co ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

26,352

R Packages

225,784

Dependencies

70,526

Author Associations

26,294

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA