LFM: Laplace Factor Model Analysis and Evaluation

Enables the generation of Laplace factor models across diverse Laplace distributions and facilitates the application of 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 and Farm Test methods to these models. Evaluates the efficacy of these methods within the context of Laplace factor models by scrutinizing parameter estimation accuracy, mean square error, and the degree of sparsity.

Version: 0.2.0
Depends: R (≥ 3.5.0)
Imports: stats, FarmTest, MASS, SOPC, LaplacesDemon, matrixcalc, relliptical
Suggests: testthat (≥ 3.0.0)
Published: 2025-01-23
DOI: 10.32614/CRAN.package.LFM
Author: Guangbao Guo [aut, cre], Siqi Liu [aut]
Maintainer: Guangbao Guo <ggb11111111 at 163.com>
License: MIT + file LICENSE
NeedsCompilation: no
Language: en-US
CRAN checks: LFM results

Documentation:

Reference manual: LFM.pdf

Downloads:

Package source: LFM_0.2.0.tar.gz
Windows binaries: r-devel: LFM_0.1.0.zip, r-release: LFM_0.2.0.zip, r-oldrel: LFM_0.2.0.zip
macOS binaries: r-release (arm64): LFM_0.1.0.tgz, r-oldrel (arm64): LFM_0.1.0.tgz, r-release (x86_64): LFM_0.2.0.tgz, r-oldrel (x86_64): LFM_0.1.0.tgz
Old sources: LFM archive

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