Generalized Factor Model

Generalized factor model for ultra-high dimensional variables with mixed types. We develop a two-step iterative procedure so that each update can be carried out in parallel across all variables and samples. The fast computation version is provided for ultra-high dimensional data, see examples for more details. More details can be referred to Wei Liu, Huazhen Lin, Shurong Zheng and Jin Liu. (2021) .


Reference manual

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1.1.0 by Wei Liu, 23 days ago

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Authors: Wei Liu [aut, cre] , Huazhen Lin [aut] , Shurong Zheng [aut] , Jin Liu [aut]

Documentation:   PDF Manual  

GPL-3 license

Imports MASS, stats

Depends on doSNOW, parallel

Suggests knitr, rmarkdown

See at CRAN