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Robust Exponential Factor Analysis

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2.1Kdownloads / year
–test coverage
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Overview

About
Maintained by Jiaqi HuCRAN page ↗

A robust alternative to the traditional principal component estimator is proposed within the framework of factor models, known as Robust Exponential Factor Analysis, specifically designed for the modeling of high-dimensional datasets with heavy-tailed distributions. The algorithm estimates the latent factors and the loading by minimizing the exponential squared loss function. To determine the appropriate number of factors, we propose a modified rank minimization technique, which has been shown to significantly enhance finite-sample performance. For more detail of Robust Exponential Factor Analysis, please refer to Hu et al. (2026) doi:10.1016/j.jmva.2025.105567.

Changes in 0.2.0
  • Initial CRAN submission.

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 1.3 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-09-08
  • ERROR12 OK, 1 ERROR2026-09-07
  • OK13 OK2026-08-05
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.2.0
READMENoVignettesNoNEWSYes · 67% structured · mentions 0.2.0Citation fileNoWebsitenot declared in DESCRIPTION
Help pages
7
Examples that run
14%1 run in a plain check · 6 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
100%
Documented parameters
100%
Return-value docs
100%
Help pages citing references
71%

Downloads

2.1K
CRAN downloads in the past year
Rank #24,135 · ~6/day · ~173/mo
Daily download trend is not available in this view yet.
21930 days
51090 days
2.1K1 year
Compare downloads with other packages →
Also on83 r2u2 autocran

Dependencies

Declared dependencies
1 external dependency (excludes base and recommended)

Installing REFA adds 15 packages (8 with compiled code, 12 MB of source tarballs). Heaviest: cubature 3.2 MB, Rcpp 1.8 MB, timeSeries 1.4 MB.

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

Nothing depends on this yet.

People & History

People (2)
Maintainer since 0.1.0 (2023), Author
Releases (2)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • 0.2.0Latest
    record
    2025-12-07 · current release · diff ↗
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 0.1.0
    record
    2023-11-19
  • R
    R 4.3.0 released · 2023-04-21

Package metadata

First published
2023-11-19
Total releases
2 / 3 yrs
License
GPL (>= 3) OSI
Minimum R
≥ 3.5.0
Download size
5.8 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("REFA")
Hu, J., & Wang, X. (2025). REFA: Robust Exponential Factor Analysis (Version 0.2.0) [Computer software]. https://doi.org/10.32614/CRAN.package.REFA

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 REFA version 0.2.0 [Data set]. HJJB, LLC. Data release v2026-10-21. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-21, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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