EFM: Elliptical Factor Models

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>.

Version:	0.5.0
Depends:	R (≥ 3.5.0)
Imports:	MASS, stats, SOPC, matrixcalc
Suggests:	testthat (≥ 3.0.0), ggplot2, pracma, psych, sn
Published:	2025-10-21
DOI:	10.32614/CRAN.package.EFM (may not be active yet)
Author:	Guangbao Guo [aut, cre], Yuanyuan Zhou [aut]
Maintainer:	Guangbao Guo <ggb11111111 at 163.com>
License:	MIT + file LICENSE
NeedsCompilation:	no
Language:	en-US
CRAN checks:	EFM results

Documentation:

Reference manual:

EFM.html , EFM.pdf

Downloads:

Package source:	EFM_0.5.0.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): EFM_0.5.0.tgz, r-oldrel (arm64): EFM_0.5.0.tgz, r-release (x86_64): EFM_0.5.0.tgz, r-oldrel (x86_64): EFM_0.5.0.tgz

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