Package: l1rotation 1.0.2

Ryan Kobler

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:Simon Freyaldenhoven [aut, cph], Ryan Kobler [aut, cre]

l1rotation_1.0.2.tar.gz
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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

Datasets:

example_data - Example data with two factors from the replication files of Freyaldenhoven (2025).

On CRAN:

3.70 score 4 scripts 512 downloads 4 exports 31 dependencies

Last updated from:3cdf09b0d3. Checks:9 OK. Indexed: yes.

Target	Result	Time
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_factors local_factors test_local_factors

Dependencies:cli codetools cpp11 doParallel dplyr farver foreach generics ggplot2 glue gtable isoband iterators labeling lifecycle magrittr matrixStats pillar pkgconfig pracma R6 RColorBrewer rlang S7 scales tibble tidyselect utf8 vctrs viridisLite withr

Getting Started

Introduction | Quick start | Refining the details | find_local_factors() | test_local_factors()

Rendered fromdocumentation.Rmdusingknitr::rmarkdown

Last update: 2025-05-13
Started: 2025-03-26

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
Example data with two factors from the replication files of Freyaldenhoven (2025).	example_data
Find the rotation of the loading matrix with the smallest l1-norm, as in 'local_factors()', with additional flexibility.	find_local_factors
Check whether local factors are present and find the rotation of the loading matrix with the smallest l1-norm.	local_factors
Test for the presence of local factors, as in 'local_factors()', with additional flexibility.	test_local_factors