Package: BFM Type: Package Title: Beta Factor Model Version: 0.2.11 Authors@R: c(person(given = "Guangbao", family = "Guo", role = c("aut", "cre"), email = "ggb11111111@163.com"), person(given = "Jiahui", family = "Feng", role = "aut", email = "fengjh0601@163.com")) Author: Guangbao Guo [aut, cre], Jiahui Feng [aut] Maintainer: Guangbao Guo Description: Provides tools for factor analysis in financial and econometric settings under Beta factor models. It includes functions to simulate factor-model data with Beta-distributed idiosyncratic components (e.g., standard Beta, scaled Beta, and truncated Beta distributions) and to conduct model diagnostic assessments such as likelihood ratio tests for factor number selection and goodness-of-fit tests for Beta distribution assumptions. Estimation routines encompass maximum likelihood estimation for finite-dimensional Beta factor models, regularized Beta factor analysis for high-dimensional datasets, and shrinkage-based estimation for robust Beta factor loading recovery in noisy or incomplete data environments. The package's methodological framework is detailed in Guo G. (2023) . License: MIT + file LICENSE Encoding: UTF-8 Depends: R (>= 3.5.0) Suggests: testthat (>= 3.0.0), spelling, betareg, zoib NeedsCompilation: no LazyData: true RoxygenNote: 7.3.3 Imports: MASS, psych, stats Language: en-US Packaged: 2026-06-18 06:50:36 UTC; root Repository: https://guangbaog.r-universe.dev Date/Publication: 2026-05-18 20:49:51 UTC RemoteUrl: https://github.com/cran/BFM RemoteRef: HEAD RemoteSha: 9083e25fdd455788853297cb1d5af55af9e66f77