CFM

Analyzing Censored Factor Models

CRAN Package

Provides generation and estimation of censored factor models for high-dimensional data with censored errors (normal, t, logistic). Includes Sparse Orthogonal Principal Components (SOPC), and evaluation metrics. Based on Guo G. (2023) doi:10.1007/s00180-022-01270-z.

  • Version0.7.0
  • R versionR (≥ 3.5.0)
  • LicenseMIT
  • LicenseLICENSE
  • Needs compilation?No
  • Languageen-US
  • Last releaselast Friday at 12:00 AM

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  • Imports11 packages
  • Suggests2 packages