CFM

MaRDI QIDQ7382049CRANFDO

Authors Guangbao Guo, Tong Meng

Last update 7 December 2025

Copyright license MIT license, File License

Software version identifier 0.6.0, 0.7.0, PACKAGES.rds, 0.8.0

Description

Provides generation and estimation of censored factor models for high-dimensional data with censored errors (normal, t, logistic). Includes Sparse Orthogonal Principal Components (SOPC), and evaluation metrics. Based on Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.

Cites work

• Sparse online principal component analysis for parameter estimation in factor model

This page was built for software: CFM