Package: GFM 1.2.1
Wei Liu
GFM: Generalized Factor Model
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>.
Authors:
GFM_1.2.1.tar.gz
GFM_1.2.1.tar.gz(r-4.5-noble)GFM_1.2.1.tar.gz(r-4.4-noble)
GFM_1.2.1.tgz(r-4.4-emscripten)GFM_1.2.1.tgz(r-4.3-emscripten)
GFM.pdf |GFM.html✨
GFM/json (API)
| # Install 'GFM' in R: |
| install.packages('GFM', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/feiyoung/gfm/issues
Last updated 1 years agofrom:7b0303c87c. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Dec 24 2024 |
| R-4.5-linux-x86_64 | OK | Dec 24 2024 |
Exports:chooseFacNumberFactormgendatagfmmeasurefunoverdispersedGFMOverGFMchooseFacNumber
Dependencies:codetoolsdoSNOWforeachirlbaiteratorslatticeMASSMatrixRcppRcppArmadillosnow
GFM: A Simple Transcriptomics Data
Rendered fromGFM.Brain.Rmdusingknitr::rmarkdownon Dec 24 2024.Last update: 2023-08-11
Started: 2022-01-05
GFM: alternate maximization and information criterion
Rendered fromGFM.Simu.Rmdusingknitr::rmarkdownon Dec 24 2024.Last update: 2023-08-11
Started: 2022-01-05
Installation
Rendered fromRGFM.Rmdusingknitr::rmarkdownon Dec 24 2024.Last update: 2023-08-11
Started: 2022-01-05
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Choose the Number of factors for Generalized Factor Models | chooseFacNumber |
| Factor Analysis Model | Factorm |
| Generate simulated data | gendata |
| Generalized Factor Model | gfm |
| Assess the performance of an estimator on a matrix | measurefun |
| Overdispersed Generalized Factor Model | overdispersedGFM |
| Choose the Number of factors for Overdispersed Generalized Factor Models | OverGFMchooseFacNumber |