gofar0.1 package

Generalized Co-Sparse Factor Regression

gofar_control

Control parameters for the estimation procedure of GOFAR(S) and GOFAR(...

gofar_p

Generalize Exclusive factor extraction via co-sparse unit-rank estimat...

gofar_s

Generalize Sequential factor extraction via co-sparse unit-rank estima...

gofar_sim

Simulate data for GOFAR

Download source packageRead PDF manual

Divide and conquer approach for estimating low-rank and sparse coefficient matrix in the generalized co-sparse factor regression. Please refer the manuscript 'Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127' for more details.

  • Maintainer: Aditya Mishra
  • License: GPL (>= 3.0)
  • Last published: 2022-03-02

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