Package: l1rotation 1.0.2
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().
Authors:
l1rotation_1.0.2.tar.gz
l1rotation_1.0.2.zip(r-4.7)l1rotation_1.0.2.zip(r-4.6)l1rotation_1.0.2.zip(r-4.5)
l1rotation_1.0.2.tgz(r-4.6-any)l1rotation_1.0.2.tgz(r-4.5-any)
l1rotation_1.0.2.tar.gz(r-4.7-any)l1rotation_1.0.2.tar.gz(r-4.6-any)
l1rotation_1.0.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
l1rotation/json (API)
| # Install 'l1rotation' in R: |
| install.packages('l1rotation', repos = c('https://simonfreyaldenhoven.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/simonfreyaldenhoven/l1rotation/issues
Pkgdown/docs site:https://kobleary.github.io
- example_data - Example data with two factors from the replication files of Freyaldenhoven (2025).
Last updated from:3cdf09b0d3. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 175 | ||
| source / vignettes | OK | 2146 | ||
| linux-release-x86_64 | OK | 177 | ||
| macos-release-arm64 | OK | 159 | ||
| macos-oldrel-arm64 | OK | 182 | ||
| windows-devel | OK | 119 | ||
| windows-release | OK | 132 | ||
| windows-oldrel | OK | 140 | ||
| wasm-release | OK | 131 |
Exports:%>%find_local_factorslocal_factorstest_local_factors
Dependencies:clicodetoolscpp11doParalleldplyrfarverforeachgenericsggplot2gluegtableisobanditeratorslabelinglifecyclemagrittrmatrixStatspillarpkgconfigpracmaR6RColorBrewerrlangS7scalestibbletidyselectutf8vctrsviridisLitewithr
