GrFA: Group Factor Analysis

Several group factor analysis algorithms are implemented, including Canonical Correlation-based Estimation by Choi et al. (2021) <doi:10.1016/j.jeconom.2021.09.008> , Generalised Canonical Correlation Estimation by Lin and Shin (2022) <doi:10.2139/ssrn.4295429>, Circularly Projected Estimation by Chen (2022) <doi:10.1080/07350015.2022.2051520>, and the approach we recently proposed, named Aggregated Projection Method.

Version: 0.1.1
Depends: R (≥ 3.5.0)
Imports: mvtnorm
Published: 2024-02-01
Author: Jiaqi Hu [cre, aut], Xueqin Wang [aut]
Maintainer: Jiaqi Hu <hujiaqi at mail.ustc.edu.cn>
License: GPL-3
NeedsCompilation: no
CRAN checks: GrFA results

Documentation:

Reference manual: GrFA.pdf

Downloads:

Package source: GrFA_0.1.1.tar.gz
Windows binaries: r-devel: GrFA_0.1.1.zip, r-release: GrFA_0.1.1.zip, r-oldrel: GrFA_0.1.1.zip
macOS binaries: r-release (arm64): GrFA_0.1.1.tgz, r-oldrel (arm64): GrFA_0.1.1.tgz, r-release (x86_64): GrFA_0.1.1.tgz, r-oldrel (x86_64): GrFA_0.1.1.tgz
Old sources: GrFA archive

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