Package: sparvaride 0.1.0

sparvaride: Variance Identification in Sparse Factor Analysis

This is an implementation of the algorithm described in Section 3 of Hosszejni and Frühwirth-Schnatter (2022) <doi:10.48550/arXiv.2211.00671>. The algorithm is used to verify that the counting rule CR(r,1) holds for the sparsity pattern of the transpose of a factor loading matrix. As detailed in Section 2 of the same paper, if CR(r,1) holds, then the idiosyncratic variances are generically identified. If CR(r,1) does not hold, then we do not know whether the idiosyncratic variances are identified or not.

Authors:Darjus Hosszejni [aut, cre], Sylvia Frühwirth-Schnatter [ths]

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sparvaride/json (API)

# Install 'sparvaride' in R:

install.packages('sparvaride', repos = c('https://hdarjus.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/hdarjus/sparvaride/issues

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

econometrics factor-analysis latent-factors parameter-identification

3.70 score 4 scripts 109 downloads 1 exports 2 dependencies

Last updated 2 years agofrom:3f4a0e7bc9. Checks:OK: 1 NOTE: 8. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Nov 07 2024
R-4.5-win-x86_64	NOTE	Nov 07 2024
R-4.5-linux-x86_64	NOTE	Nov 07 2024
R-4.4-win-x86_64	NOTE	Nov 07 2024
R-4.4-mac-x86_64	NOTE	Nov 07 2024
R-4.4-mac-aarch64	NOTE	Nov 07 2024
R-4.3-win-x86_64	NOTE	Nov 07 2024
R-4.3-mac-x86_64	NOTE	Nov 07 2024
R-4.3-mac-aarch64	NOTE	Nov 07 2024