CFM
Analyzing Censored Factor Models
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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.8.0 |
2026-04-09 windows/windows R-4.5 | CFM_0.8.0.zip |
91.0 KiB |