l1rotation: Identify Loading Vectors under Sparsity in Factor Models
Simplify the loading matrix in factor models using the l1 criterion as proposed in Freyaldenhoven (2025) <doi:10.21799/frbp.wp.2020.25>. Given a data matrix, find the rotation of the loading matrix with the smallest l1-norm and/or test for the presence of local factors with main function local_factors().
| Version: | 1.0.1 |
| Depends: | R (≥ 3.5) |
| Imports: | cli,doParallel,dplyr,foreach,ggplot2,magrittr,matrixStats,pracma,scales, stats |
| Suggests: | knitr,quarto,rmarkdown,testthat (≥ 3.0.0) |
| Published: | 2025-05-20 |
| DOI: | 10.32614/CRAN.package.l1rotation |
| Author: | Simon Freyaldenhoven [aut, cph], Ryan Kobler [aut, cre] |
| Maintainer: | Ryan Kobler <kobleary at gmail.com> |
| BugReports: | https://github.com/SimonFreyaldenhoven/l1rotation/issues |
| License: | MIT + fileLICENSE |
| URL: | https://kobleary.github.io/l1rotation/,https://github.com/SimonFreyaldenhoven/l1rotation |
| NeedsCompilation: | no |
| Citation: | l1rotation citation info |
| Materials: | README,NEWS |
| CRAN checks: | l1rotation results |
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