Sparse Online Principal Component for Truncated Factor Model
Apply the FanPC method to the Truncated factor model
Apply the GulPC method to the Truncated factor model
Apply the PPC method to the Truncated factor model
White Wine Quality DatasetA dataset containing physicochemical propert...
Incremental Principal Component Analysis
Apply the OPC method to the Truncated factor model
Apply the PC method to the Truncated factor model
Apply the PC method to the Truncated factor model
Projected Principal Component Analysis
Stochastic Approximation Principal Component Analysis
Sparse Online Principal Component Analysis
Sparse Principal Component Analysis
The TFM function is to generate Truncated factor model data.
T-test for Truncated Factor Model
The Truncated Factor Model is a statistical model designed to handle specific data structures in data analysis. This R package focuses on the Sparse Online Principal Component Estimation method, which is used to calculate data such as the loading matrix and specific variance matrix for truncated data, thereby better explaining the relationship between common factors and original variables. Additionally, the R package also provides other equations for comparison with the Sparse Online Principal Component Estimation method.The philosophy of the package is described in thesis. (2023) <doi:10.1007/s00180-022-01270-z>.