Implements statistical methods for group factor analysis, focusing on estimating the number of global and local factors and extracting them. Several 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 (2023) <doi:10.2139/ssrn.4295429>, Circularly Projected Estimation by Chen (2022) <doi:10.1080/07350015.2022.2051520>, and the Aggregated Projection Method by Hu et al. (2025) <doi:10.1080/01621459.2025.2491154>.
| Version: | 0.2.2 |
| Depends: | R (≥ 3.5.0) |
| Imports: | mvtnorm |
| Published: | 2025-12-07 |
| DOI: | 10.32614/CRAN.package.GrFA |
| Author: | Jiaqi Hu [cre, aut], Ting Li [aut], Xueqin Wang [aut] |
| Maintainer: | Jiaqi Hu <hujiaqi at mail.ustc.edu.cn> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | GrFA results |
| Reference manual: | GrFA.html , GrFA.pdf |
| Package source: | GrFA_0.2.2.tar.gz |
| Windows binaries: | r-devel: GrFA_0.2.2.zip, r-release: GrFA_0.2.1.zip, r-oldrel: GrFA_0.2.1.zip |
| macOS binaries: | r-release (arm64): GrFA_0.2.2.tgz, r-oldrel (arm64): GrFA_0.2.2.tgz, r-release (x86_64): GrFA_0.2.2.tgz, r-oldrel (x86_64): GrFA_0.2.2.tgz |
| Old sources: | GrFA archive |
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