Skip to content

GFM

Generalized Factor Model

v1.2.2 · Jan 18, 2026 · GPL-3

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. (2023) <doi:10.1080/01621459.2021.1999818>.

Downloads

CRAN

329

Last 30 days

13052nd

787

Last 90 days

3.2K

Last year

Trend: +69.6% (30d vs prior 30d)

r2u CRAN

24

Last 30 days

114

Last 90 days

451

Last year

Trend: -40% (30d vs prior 30d)

autoCRAN

11

Last 7 days

26

Last 30 days

5

All-time

autoCRAN-only: this name is served only by autoCRAN, so the count is exact.

CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
ERROR 13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/GFM.Rcheck/00install.out' for details.
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Code

Structure

Lines of code

3,028

Files

41

Compiled share

9.3%

Has compiled src

Yes

Language breakdown

R 1,050 (34.7%)C/C++/src 283 (9.3%)Docs 325 (10.7%)Vignettes 1,370 (45.2%)

API

Exported functions

7

Internal functions

23

Recent export changes

v1.2.1+2 overdispersedGFM, OverGFMchooseFacNumber
v1.2.0+1 chooseFacNumber  −1 singleIC

Testing & CI

Has tests

No

Test-to-code ratio

0.00

testthat edition

CI present

No

CI type

[]

PR gated

No

Docs

Return-value doc rate

100%

\dontrun example ratio

0%

Roxygen coverage

100%

Has pkgdown

No

NEWS present

No

Health & Security signals

Informational signals; not verdicts.

on.exit coverage

0%

Unsafe pattern score

0

Dep constraint coverage

0%

Secret pattern count

0

Bundled 3rd-party code

2 items

Portability & License

Min R version

3.5.0

System requirements

C++ standard

License

GPL-3

License flags

SPDX valid, OSI approved

History

Versions

4

First release

2022-01-05

Latest release

2026-01-18

Avg cadence

404 days

Cold removal rate

100%

Dep drift

3

LOC over versions

v1.1.0: 1,114 LOCv1.2.0: 1,663 LOCv1.2.1: 1,821 LOCv1.2.2: 3,028 LOC

Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.

Reverse Dependencies (4)

Dependency Network

Dependencies Reverse dependencies doSNOW MASS irlba Rcpp CMGFM MMGFM sparseGFM tcv GFM

Version History

5 tracked
new 1.2.2 Mar 10, 2026
updated 1.2.2 ← 1.2.1 diff Jan 17, 2026
updated 1.2.1 ← 1.2.0 diff Aug 10, 2023
updated 1.2.0 ← 1.1.0 diff Feb 12, 2023
new 1.1.0 Jan 4, 2022