CFM0.8.0 package

Analyzing Censored Factor Models

Provides generation and estimation of censored factor models for high-dimensional data with censored errors (normal, t, logistic). Includes Sparse Orthogonal Principal Components (SOPC), and evaluation metrics. Based on Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.

  • Maintainer: Guangbao Guo
  • License: MIT + file LICENSE
  • Last published: 2025-12-07