Sparse Generalized Factor Models with Multiple Penalty Functions

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Documentation for package ‘sparseGFM’ version 0.1.0

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add_identifiability Apply Identifiability Constraints
cv.sparseGFM Cross-Validation for Sparse Generalized Factor Model
eval.space Evaluate Subspace Angles Between Two Matrices
evaluate_performance Evaluate Variable Selection Performance
facnum.sparseGFM Determine the Number of Factors for Sparse Generalized Factor Model
sparseGFM Sparse Generalized Factor Model with Multiple Penalty Functions