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DESCRIPTION
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Package: GFM
Type: Package
Title: Generalized Factor Model
Version: 1.2.1
Date: 2023-08-10
License: GPL-3
Authors@R:
c(person(given = "Wei",
family = "Liu",
role = c("aut", "cre"),
email = "LiuWeideng@gmail.com"),
person(given = "Huazhen",
family = "Lin",
role = "aut"),
person(given = "Shurong",
family = "Zheng",
role = "aut"),
person(given = "Jin",
family = "Liu",
role = "aut"),
person(given = "Jinyu",
family = "Nie",
role = "aut"))
Author: Wei Liu [aut, cre], Huazhen Lin [aut], Shurong Zheng [aut], Jin Liu [aut], Jinyu Nie [aut]
Maintainer: Wei Liu <LiuWeideng@gmail.com>
Description: Generalized factor model is implemented for ultra-high dimensional data with mixed-type variables.
Two algorithms, variational EM and alternate maximization, are designed to implement the generalized factor model,
respectively. The factor matrix and loading matrix together with the number of factors can be well estimated.
This model can be employed in social and behavioral sciences, economy and finance, and genomics,
to extract interpretable nonlinear factors. More details can be referred to
Wei Liu, Huazhen Lin, Shurong Zheng and Jin Liu. (2021) <doi:10.1080/01621459.2021.1999818>.
URL: https://github.com/feiyoung/GFM
BugReports: https://github.com/feiyoung/GFM/issues
Depends: doSNOW, parallel, R (>= 3.5.0)
Imports: MASS, stats,irlba, Rcpp, methods
Suggests: knitr, rmarkdown
LinkingTo:
Rcpp,
RcppArmadillo
VignetteBuilder: knitr
Encoding: UTF-8
RoxygenNote: 7.1.1