Single- And Multiple-Group Penalized Factor Analysis

Fits single- and multiple-group penalized factor analysis models via a trust-region algorithm with integrated automatic multiple tuning parameter selection (Geminiani et al., 2021 ). Available penalties include lasso, adaptive lasso, scad, mcp, and ridge.


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install.packages("penfa")

0.1.1 by Elena Geminiani, 2 months ago


https://github.com/egeminiani/penfa


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


Authors: Elena Geminiani [aut, cre] , Giampiero Marra [aut] , Irini Moustaki [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports MASS, methods, mgcv, GJRM, stats, trust, utils

Suggests cartography, knitr, plotly, rmarkdown


See at CRAN