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CMGFM

Covariate-Augumented Generalized Factor Model

Covariate-augumented generalized factor model is designed to account for cross-modal heterogeneity, capture nonlinear dependencies among the data, incorporate additional information, and provide excellent interpretability while maintaining high computational efficiency.

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VersionRepositoryFileSize
1.1 2026-04-09 windows/windows R-4.5 CMGFM_1.1.zip 574.9 KiB

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