Generalized Factor Model
Overview
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. (2023) doi:10.1080/01621459.2021.1999818.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 7
- Examples that run
- 100%7 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 98%
- Return-value docs
- 100%
- Help pages citing references
- 43%
Downloads
Repository
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Checks run against github.com/feiyoung/gfm on 2026-10-11.
GitHub Pages site last deployed 2026-01-17
Dependencies
Installing GFM adds 7 packages (3 with compiled code, 3.6 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, irlba 375 KB.
Code & Tests
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- 1.1.02022-01-05
- RR 4.1.0 released · 2021-05-18
Package metadata
- First published
- 2022-01-05
- Total releases
- 4 / 4 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.5.0
- Download size
- 351 KB
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