TFM: An R package for truncated factor model
The Truncated Factor Model (TFM) is a statistical model for analyzing high-dimensional truncated data, leveraging sparsity and online learning to extract common factors. Its core advantage is efficient modeling of complex data structures with flexible parameter adjustments. We developed an R package...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-09-01
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| Series: | SoftwareX |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2352711025001712 |
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