A Package for Analyzing Skew Factor Models

Generates Skew Factor Models data and applies 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 to estimate model parameters. It includes capabilities for calculating mean squared error, relative error, and sparsity of the loading matrix.The philosophy of the package is described in Guo G. (2023) .


Reference manual

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install.packages("SFM")

0.2.1 by Guangbao Guo, 2 years ago


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


Authors: Guangbao Guo [aut, cre] , Yu Jin [aut]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports MASS, SOPC, matrixcalc, sn, stats, psych

Suggests testthat, ggplot2


See at CRAN