A Package for Analyzing Skew Factor Models
Overview
Generates Skew Factor Models data and applies Sparse Online Principal Component (SOPC), Incremental Principal Component (IPC), Projected Principal Component (PPC), Perturbation Principal Component (PPC), Stochastic Approximation Principal Component (SAPC), Sparse Principal Component (SPC) and other PC methods to estimate model parameters. It includes capabilities for calculating mean squared error, relative error, and sparsity of the loading matrix.The philosophy of the package is described in Guo G. (2023) doi:10.1007/s00180-022-01270-z.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 16
- Examples that run
- 100%16 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Dependencies
Installing SFM adds 13 packages (5 with compiled code, 5.8 MB of source tarballs). Heaviest: GPArotation 1.6 MB, psych 1.1 MB, quantreg 903 KB.
Code & Tests
Datasets
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- 0.2.1Latest
- RR 4.5.0 released · 2025-04-11
- 0.2.02025-03-05 · diff ↗ ·
removed 2 exports
SOPC_estimation, huber.reg.adaptive.skewadded 11 exports
FanPC.SFM, GulPC.SFM, IPC.SFM, OPC.SFM, PC1.SFM, PC2.SFM, PPC1.SFM, PPC2.SFM, SAPC.SFM, SOPC.SFM, SPC.SFM - 0.1.02024-11-12
- RR 4.4.0 released · 2024-04-24
Package metadata
- First published
- 2024-11-12
- Total releases
- 3 / 2 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 1.4 MB / 3 files
- Download size
- 1.4 MB
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