Crandore Hub

GrFA

Group Factor Analysis

Implements statistical methods for group factor analysis, focusing on estimating the number of global and local factors and extracting them. Several algorithms are implemented, including Canonical Correlation-based Estimation by Choi et al. (2021) <doi:10.1016/j.jeconom.2021.09.008>, Generalised Canonical Correlation Estimation by Lin and Shin (2023) <doi:10.2139/ssrn.4295429>, Circularly Projected Estimation by Chen (2022) <doi:10.1080/07350015.2022.2051520>, and the Aggregated Projection Method by Hu et al. (2025) <doi:10.1080/01621459.2025.2491154>.

Versions across snapshots

VersionRepositoryFileSize
0.2.2 rolling source/ R- GrFA_0.2.2.tar.gz 3.7 MiB
0.2.2 rolling linux/jammy R-4.5 GrFA_0.2.2.tar.gz 4.6 MiB
0.2.2 rolling linux/noble R-4.5 GrFA_0.2.2.tar.gz 4.6 MiB
0.2.2 latest source/ R- GrFA_0.2.2.tar.gz 3.7 MiB
0.2.2 latest linux/jammy R-4.5 GrFA_0.2.2.tar.gz 4.6 MiB
0.2.2 latest linux/noble R-4.5 GrFA_0.2.2.tar.gz 4.6 MiB
0.2.2 2026-04-23 source/ R- GrFA_0.2.2.tar.gz 3.7 MiB
0.2.2 2026-04-09 windows/windows R-4.5 GrFA_0.2.2.zip 4.6 MiB
0.2.1 2025-04-20 source/ R- GrFA_0.2.1.tar.gz 3.7 MiB

Dependencies (latest)

Imports