Package: GFM 1.2.2

Wei Liu

GFM: Generalized Factor Model

Generalized factor model is implemented for ultra-high dimensional data with mixed-type variables. Two algorithms, variational EM and alternate maximization, are designed to implement the generalized factor model, respectively. The factor matrix and loading matrix together with the number of factors can be well estimated. This model can be employed in social and behavioral sciences, economy and finance, and genomics, to extract interpretable nonlinear factors. More details can be referred to Wei Liu, Huazhen Lin, Shurong Zheng and Jin Liu. (2023) <doi:10.1080/01621459.2021.1999818>.

Authors:Wei Liu [aut, cre], Huazhen Lin [aut], Shurong Zheng [aut], Jin Liu [aut], Jinyu Nie [aut]

GFM_1.2.2.tar.gz
GFM_1.2.2.zip(r-4.7)GFM_1.2.2.zip(r-4.6)GFM_1.2.2.zip(r-4.5)
GFM_1.2.2.tgz(r-4.6-x86_64)GFM_1.2.2.tgz(r-4.6-arm64)GFM_1.2.2.tgz(r-4.5-x86_64)GFM_1.2.2.tgz(r-4.5-arm64)
GFM_1.2.2.tar.gz(r-4.7-arm64)GFM_1.2.2.tar.gz(r-4.7-x86_64)GFM_1.2.2.tar.gz(r-4.6-arm64)GFM_1.2.2.tar.gz(r-4.6-x86_64)
GFM_1.2.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
GFM/json (API)

# Install 'GFM' in R:
install.packages('GFM', repos = c('https://feiyoung.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/feiyoung/gfm/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

approximate-factor-modelfeature-extractionnonlinear-dimension-reductionnumber-of-factorsopenblascpp

5.86 score 2 stars 3 packages 10 scripts 243 downloads 2 mentions 7 exports 11 dependencies

Last updated from:63d05da037. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK248
linux-devel-x86_64OK128
source / vignettesOK206
linux-release-arm64OK137
linux-release-x86_64OK145
macos-release-arm64OK160
macos-release-x86_64OK199
macos-oldrel-arm64OK125
macos-oldrel-x86_64OK165
windows-develOK143
windows-releaseOK131
windows-oldrelOK120
wasm-releaseOK122

Exports:chooseFacNumberFactormgendatagfmmeasurefunoverdispersedGFMOverGFMchooseFacNumber

Dependencies:codetoolsdoSNOWforeachirlbaiteratorslatticeMASSMatrixRcppRcppArmadillosnow

GFM: A Simple Transcriptomics Data

Wei Liu

Rendered fromGFM.Brain.Rmdusingknitr::rmarkdownon May 17 2026.

Last update: 2023-08-11
Started: 2021-12-25

GFM: alternate maximization and information criterion

Wei Liu

Rendered fromGFM.Simu.Rmdusingknitr::rmarkdownon May 17 2026.

Last update: 2023-08-11
Started: 2021-12-25

Installation

Rendered fromRGFM.Rmdusingknitr::rmarkdownon May 17 2026.

Last update: 2023-08-11
Started: 2021-12-25

OverGFM: simulated examples

Jinyu Nie, Zhilong Qin, Wei Liu

Rendered fromOverGFM_exam.Rmdusingknitr::rmarkdownon May 17 2026.

Last update: 2023-08-11
Started: 2023-08-11