factorana
Factor Model Estimation with Latent Variables
A flexible framework for estimating factor models with multiple latent variables. Supports linear, probit, ordered probit, and multinomial logit model components. Features include multi-stage estimation, automatic parameter initialization, analytical gradients and Hessians, and parallel estimation. Methods are described in Heckman, Humphries, and Veramendi (2016) <doi:10.1016/j.jeconom.2015.12.001>, Heckman, Humphries, and Veramendi (2018) <doi:10.1086/698760>, and Humphries, Joensen, and Veramendi (2024) <doi:10.1257/pandp.20241026>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.2.0 |
rolling linux/jammy R-4.5 | factorana_1.2.0.tar.gz |
583.8 KiB |
1.2.0 |
rolling linux/noble R-4.5 | factorana_1.2.0.tar.gz |
589.3 KiB |
1.2.0 |
rolling source/ R- | factorana_1.2.0.tar.gz |
1.5 MiB |
1.2.0 |
latest linux/jammy R-4.5 | factorana_1.2.0.tar.gz |
583.8 KiB |
1.2.0 |
latest linux/noble R-4.5 | factorana_1.2.0.tar.gz |
589.3 KiB |
1.2.0 |
latest source/ R- | factorana_1.2.0.tar.gz |
1.5 MiB |
1.2.0 |
2026-04-26 source/ R- | factorana_1.2.0.tar.gz |
1.5 MiB |
1.2.0 |
2026-04-23 source/ R- | factorana_1.2.0.tar.gz |
1.5 MiB |