A Package for Analyzing Skew Factor Models
calculate_errors Function
Apply the FanPC method to the Skew factor model
Apply the GulPC method to the Skew factor model
Apply the IPC method to the Skew factor model
Apply the OPC method to the Skew factor model
Apply the PC method to the Laplace factor model
Apply the PC method to the Laplace factor model
Apply the PPC method to the Skew factor model
Apply the PPC method to the Skew factor model
Stochastic Approximation Principal Component Analysis
The SFM function is to generate Skew Factor Models data.
SOPC Estimation Function
Apply the SPC method to the Skew factor model
Generates Skew Factor Models data and applies Sparse Online Principal Component (SOPC), Incremental Principal Component (IPC), Projected Principal Component (PPC), Perturbation Principal Component (PPC), Stochastic Approximation Principal Component (SAPC), Sparse Principal Component (SPC) and other PC methods to estimate model parameters. It includes capabilities for calculating mean squared error, relative error, and sparsity of the loading matrix.The philosophy of the package is described in Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.