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Elliptical Factor Models

0packages depend
2.3Kdownloads / year
6.0%test coverage
13/13flavors OK

Overview

About

The elliptical factor model, as an extension of the traditional factor model, effectively overcomes the limitations of the traditional model when dealing with heavy-tailed characteristic data. This package implements sparse principal component methods (SPC) and bi-sparse online principal component estimation (SPOC) for parameter estimation. Includes functionality for calculating mean squared error, relative error, and loading matrix sparsity.The philosophy of the package is described in Guo G. (2023) doi:10.1007/s00180-022-01270-z.

Install

Health

CRAN checks
13OK
Slowest check: 53 s · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 1.3.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
9
Examples that run
22%2 run in a plain check · 4 only when donttest examples are enabled (R CMD check --as-cran) · 3 never run
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
0%

Downloads

2.3K
CRAN downloads in the past year
Rank #21,212 · ~6/day · ~194/mo
Daily download trend is not available in this view yet.
28730 days
60690 days
2.3K1 year
Compare downloads with other packages →
Also on879 r2u5 autocran

Dependencies

Declared dependencies
7 external dependencies (excludes base and recommended)

Installing EFM adds 5 packages (2 with compiled code, 790 KB of source tarballs). Heaviest: magrittr 275 KB, lars 180 KB, elasticnet 167 KB.

Depends (1)
R >= 3.5.0
Imports (4)
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (2)
Author, Maintainer since 0.5.0 (2025)
Releases (2)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 1.3.0Latest
    record
    2025-11-14 · current release · diff ↗
  • 0.5.0
    record
    2025-10-21
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-10-21
Total releases
2 / 1 yrs
License
MIT + file LICENSE OSI
Minimum R
≥ 3.5.0
Download size
8.0 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("EFM")
Guo, G., & Zhou, Y. (2025). EFM: Elliptical Factor Models (Version 1.3.0) [Computer software]. https://doi.org/10.32614/CRAN.package.EFM

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 EFM version 1.3.0 [Data set]. HJJB, LLC. Data release v2026-10-17. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-17, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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