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) .


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Reference manual

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install.packages("GFM")

1.1.0 by Wei Liu, 23 days ago


https://github.com/feiyoung/GFM


Report a bug at https://github.com/feiyoung/GFM/issues


Browse source code at https://github.com/cran/GFM


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