SFM: A Package for Analyzing Skew Factor Models

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>.

Version: 0.1.0
Imports: MASS, SOPC, matrixcalc, sn, stats
Suggests: testthat (≥ 3.0.0), ggplot2, reshape2
Published: 2024-11-12
DOI: 10.32614/CRAN.package.SFM
Author: Guangbao Guo [aut, cre], Yu Jin [aut]
Maintainer: Guangbao Guo <ggb11111111 at 163.com>
License: MIT + file LICENSE
NeedsCompilation: no
Language: en-US
CRAN checks: SFM results

Documentation:

Reference manual: SFM.pdf

Downloads:

Package source: SFM_0.1.0.tar.gz
Windows binaries: r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries: r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

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