Package: EFM
Version: 1.3.0
Title: Elliptical Factor Models
Authors@R: c(person(given = "Guangbao", family = "Guo", role = c("aut", "cre"), email = "ggb11111111@163.com"),
    person(given = "Yuanyuan", family = "Zhou", role = "aut"))
Description: The elliptical factor model, as an extension of the
        traditional factor model, effectively overcomes the limitations
        of the traditional model when dealing with heavy-tailed
        characteristic data. This package implements sparse principal
        component methods (SPC) and bi-sparse online principal
        component estimation (SPOC) for parameter estimation. Includes
        functionality for calculating mean squared error, relative
        error, and loading matrix sparsity.The philosophy of the
        package is described in Guo G. (2023)
        <doi:10.1007/s00180-022-01270-z>.
License: MIT + file LICENSE
Encoding: UTF-8
RoxygenNote: 7.3.3
Imports: MASS, stats, SOPC, matrixcalc
Suggests: testthat (>= 3.0.0), ggplot2, pracma, psych, sn
Depends: R (>= 3.5.0)
NeedsCompilation: no
Language: en-US
Maintainer: Guangbao Guo <ggb11111111@163.com>
Packaged: 2026-06-20 09:06:41 UTC; root
Author: Guangbao Guo [aut, cre], Yuanyuan Zhou [aut]
Repository: https://guangbaog.r-universe.dev
Date/Publication: 2025-11-14 02:17:18 UTC
RemoteUrl: https://github.com/cran/EFM
RemoteRef: HEAD
RemoteSha: 8b08f93fa3d609fed10d08f082c4ab730039ea81