l1rotation
cranv1.0.1Identify Loading Vectors under Sparsity in Factor Models. Simplify the loading matrix in factor models using the l1 criterion as proposed in Freyaldenhoven (2025) <doi:10.21799/frbp.wp.2020.25>. Given a data matrix, find the rotation of the loading matrix with the smallest l1-norm and/or test for the presence of local factors with main function local_facto
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curl https://depscope.dev/api/check/cran/l1rotationFirst published · 2025-05-20 08:58:00
Last updated · 2025-05-20T07:40:02+00:00