Package: sparvaride 1.0.0

sparvaride: Variance Identification in Sparse Factor Analysis

This is an implementation of the algorithm described in Section 3 of Hosszejni and Frühwirth-Schnatter (2026) <doi:10.1016/j.jmva.2025.105536>. 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]

sparvaride_1.0.0.tar.gz
sparvaride_1.0.0.zip(r-4.7)sparvaride_1.0.0.zip(r-4.6)sparvaride_1.0.0.zip(r-4.5)
sparvaride_1.0.0.tgz(r-4.6-x86_64)sparvaride_1.0.0.tgz(r-4.6-arm64)sparvaride_1.0.0.tgz(r-4.5-x86_64)sparvaride_1.0.0.tgz(r-4.5-arm64)
sparvaride_1.0.0.tar.gz(r-4.7-arm64)sparvaride_1.0.0.tar.gz(r-4.7-x86_64)sparvaride_1.0.0.tar.gz(r-4.6-arm64)sparvaride_1.0.0.tar.gz(r-4.6-x86_64)
sparvaride_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
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

Pkgdown/docs site:https://hdarjus.github.io

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

econometrics factor-analysis latent-factors parameter-identification cpp

3.81 score 1 stars 13 scripts 176 downloads 1 exports 2 dependencies

Last updated from:55c91d962d. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	155
linux-devel-x86_64	OK	137
source / vignettes	OK	166
linux-release-arm64	OK	157
linux-release-x86_64	OK	134
macos-release-arm64	OK	239
macos-release-x86_64	OK	287
macos-oldrel-arm64	OK	171
macos-oldrel-x86_64	OK	303
windows-devel	OK	99
windows-release	OK	122
windows-oldrel	OK	112
wasm-release	OK	124