GrFA: Group Factor Analysis
Several group factor analysis 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 (2022) <doi:10.2139/ssrn.4295429>, Circularly Projected Estimation by Chen (2022) <doi:10.1080/07350015.2022.2051520>, and the approach we recently proposed, named Aggregated Projection Method.
Version: |
0.1.1 |
Depends: |
R (≥ 3.5.0) |
Imports: |
mvtnorm |
Published: |
2024-02-01 |
Author: |
Jiaqi Hu [cre, aut],
Xueqin Wang [aut] |
Maintainer: |
Jiaqi Hu <hujiaqi at mail.ustc.edu.cn> |
License: |
GPL-3 |
NeedsCompilation: |
no |
CRAN checks: |
GrFA results |
Documentation:
Downloads:
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