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sparseGFM

0.1.0Package record

Sparse Generalized Factor Models with Multiple Penalty Functions

0packages depend
5.4Kdownloads / year
–test coverage
13/13flavors OK

Overview

About

Implements sparse generalized factor models (sparseGFM) for dimension reduction and variable selection in high-dimensional data with automatic adaptation to weak factor scenarios. The package supports multiple data types (continuous, count, binary) through generalized linear model frameworks and handles missing values automatically. It provides 12 different penalty functions including Least Absolute Shrinkage and Selection Operator (Lasso), adaptive Lasso, Smoothly Clipped Absolute Deviation (SCAD), Minimax Concave Penalty (MCP), group Lasso, and their adaptive versions for inducing row-wise sparsity in factor loadings. Key features include cross-validation for regularization parameter selection using Sparsity Information Criterion (SIC), automatic determination of the number of factors via multiple information criteria, and specialized algorithms for row-sparse loading structures. The methodology employs alternating minimization with Singular Value Decomposition (SVD)-based identifiability constraints and is particularly effective for high-dimensional applications in genomics, economics, and social sciences where interpretable sparse dimension reduction is crucial. For penalty functions, see Tibshirani (1996) doi:10.1111/j.2517-6161.1996.tb02080.x, Fan and Li (2001) doi:10.1198/016214501753382273, and Zhang (2010) doi:10.1214/09-AOS729.

Install

Health

CRAN checks
13OK
Slowest check: 1.7 min · r-oldrel-windows-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 0.1.0
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
6
Examples that run
20%1 run in a plain check · 4 only when donttest examples are enabled (R CMD check --as-cran)
Exported functions with examples
83%
Documented parameters
94%
Return-value docs
100%
Help pages citing references
0%

Downloads

5.4K
CRAN downloads in the past year
Rank #7,321 · ~15/day · ~453/mo
Daily download trend is not available in this view yet.
35330 days
1.2K90 days
5.4K1 year
Compare downloads with other packages →
Also on53 r2u2 autocran

Repository

2Stars
1Forks
0Open issues
0Open PRs
1Releases
14Commits
1Commit identities
dimension-reductionfactor-modelspenalized-regressionvariable-selection
14 commits · Last activity 2025-09-15 · 0% stars, 30d
Responsiveness
not measured

Stars over time

2025-09-11 · 12026-07-07 · 2
PracticesBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/zjwang1013/sparsegfm on 2026-10-21.

Lint, format, editor (1)
RStudio project
How this is detected·Detection ruleset v4 (2026-10-20)

Dependencies

Declared dependencies
5 external dependencies (excludes base and recommended)

Installing sparseGFM adds 8 packages (4 with compiled code, 3.9 MB of source tarballs). Heaviest: Rcpp 1.8 MB, RcppArmadillo 1.0 MB, irlba 375 KB.

Depends (0)
none
Imports (4)
statsGFMMASSirlba
LinkingTo (0)
none
Enhances (0)
none
Reverse dependencies
0direct
0indirect

Nothing depends on this yet.

People & History

People (1)
Author, Maintainer since 0.1.0 (2025)
Releases (1)
  • R
    R 4.6.0 released · 2026-04-24
  • 0.1.0Latest
    2025-09-10 · current release
  • R
    R 4.5.0 released · 2025-04-11

Package metadata

First published
2025-09-10
Total releases
1 / 1 yrs
License
GPL (>= 3) OSI
Download size
13 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("sparseGFM")
Wang, Z. (2025). sparseGFM: Sparse Generalized Factor Models with Multiple Penalty Functions (Version 0.1.0) [Computer software]. https://doi.org/10.32614/CRAN.package.sparseGFM

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 sparseGFM version 0.1.0 [Data set]. HJJB, LLC. Data release v2026-10-25. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-25, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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