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Simplify the loading matrix in factor models using the l1 criterion as proposed in Freyaldenhoven (2025) <doi:10.21799/frbp.wp.2020.25>. Given a data matrix, find the rotation of the loading matrix with the smallest l1-norm and/or test for the presence of local factors with main function local_factors().
| Version: | 1.0.1 |
| Depends: | R (≥ 3.5) |
| Imports: | cli, doParallel, dplyr, foreach, ggplot2, magrittr, matrixStats, pracma, scales, stats |
| Suggests: | knitr, quarto, rmarkdown, testthat (≥ 3.0.0) |
| Published: | 2025-05-20 |
| DOI: | 10.32614/CRAN.package.l1rotation |
| Author: | Simon Freyaldenhoven [aut, cph], Ryan Kobler [aut, cre] |
| Maintainer: | Ryan Kobler <kobleary at gmail.com> |
| BugReports: | https://github.com/SimonFreyaldenhoven/l1rotation/issues |
| License: | MIT + file LICENSE |
| URL: | https://kobleary.github.io/l1rotation/, https://github.com/SimonFreyaldenhoven/l1rotation |
| NeedsCompilation: | no |
| Citation: | l1rotation citation info |
| Materials: | README NEWS |
| CRAN checks: | l1rotation results |
| Reference manual: | l1rotation.pdf |
| Vignettes: |
documentation (source, R code) |
| Package source: | l1rotation_1.0.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: l1rotation_1.0.1.zip, r-oldrel: not available |
| macOS binaries: | r-release (arm64): l1rotation_1.0.1.tgz, r-oldrel (arm64): l1rotation_1.0.1.tgz, r-release (x86_64): l1rotation_1.0.1.tgz, r-oldrel (x86_64): l1rotation_1.0.1.tgz |
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These binaries (installable software) and packages are in development.
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