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Beta Factor Model

0packages depend
1.7Kdownloads / year
0.0%test coverage
13/13flavors OK

Overview

About

Provides tools for factor analysis in financial and econometric settings under Beta factor models. It includes functions to simulate factor-model data with Beta-distributed idiosyncratic components (e.g., standard Beta, scaled Beta, and truncated Beta distributions) and to conduct model diagnostic assessments such as likelihood ratio tests for factor number selection and goodness-of-fit tests for Beta distribution assumptions. Estimation routines encompass maximum likelihood estimation for finite-dimensional Beta factor models, regularized Beta factor analysis for high-dimensional datasets, and shrinkage-based estimation for robust Beta factor loading recovery in noisy or incomplete data environments. The package's methodological framework is detailed in Guo G. (2023) doi:10.1007/s00180-022-01270-z.

Install

Health

CRAN checks
13OK
Slowest check: 56 s · r-devel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK5 OK2026-05-19
Advisories

none known

Documentation

In release 0.2.11
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
6
Examples that run
100%6 run in a plain check
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
0%

Downloads

1.7K
CRAN downloads in the past year
Rank #14,097 · ~5/day · ~138/mo
Daily download trend is not available in this view yet.
30230 days
83690 days
1.7K1 year
Compare downloads with other packages →
Also on37 r2u13 autocran

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing BFM adds 3 packages (1 with compiled code, 2.8 MB of source tarballs). Heaviest: GPArotation 1.6 MB, psych 1.1 MB, mnormt 63 KB.

Depends (1)
R >= 3.5.0
Imports (3)
MASSpsychstats
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

Datasets

People & History

People (2)
Author, Maintainer since 0.2.11 (2026)
Releases (1)
  • 0.2.11Latest
    2026-05-18 · current release
  • R
    R 4.6.0 released · 2026-04-24

Package metadata

First published
2026-05-18
Total releases
1 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 3.5.0
Bundled data
6.1 KB / 4 files
Download size
13 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("BFM")
Guo, G., & Feng, J. (2026). BFM: Beta Factor Model (Version 0.2.11) [Computer software]. https://doi.org/10.32614/CRAN.package.BFM

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for BFM version 0.2.11 [Data set]. HJJB, LLC. Data release v2026-10-22. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-22, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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