DLEGFM

Last update 22 February 2024

Copyright license MIT license, File License

The load estimation method is based on a general factor model to solve the estimates of load and specific variance. The philosophy of the package is described in Guangbao Guo. (2022). <doi:10.1007/s00180-022-01270-z>.

Cites work

Sparse online principal component analysis for parameter estimation in factor model

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