l1rotation: Identify Loading Vectors under Sparsity in Factor Models
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 |
| 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 |
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