# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "EFM" in publications use:' type: software license: MIT title: 'EFM: Elliptical Factor Models' version: 1.3.0 doi: 10.32614/CRAN.package.EFM abstract: 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) . authors: - family-names: Guo given-names: Guangbao email: ggb11111111@163.com - family-names: Zhou given-names: Yuanyuan repository: https://guangbaog.r-universe.dev commit: 8b08f93fa3d609fed10d08f082c4ab730039ea81 date-released: '2025-11-14' contact: - family-names: Guo given-names: Guangbao email: ggb11111111@163.com