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DLFM (version 0.2.2)

Distributed Laplace Factor Model

Description

Distributed estimation method is based on a Laplace factor model to solve the estimates of load and specific variance. The philosophy of the package is described in Guangbao Guo. (2022). .

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Version

Install

install.packages('DLFM')

Monthly Downloads

78

Version

0.2.2

License

MIT + file LICENSE

Maintainer

Guangbao Guo

Last Published

January 26th, 2026

Functions in DLFM (0.2.2)

online_sir_lfm

Online Sufficient Dimension Reduction for Laplace Factor Model (LFM)
factor.tests

Factor Model Testing with Wald, GRS, PY tests and FDR control
Ftest

Apply the Farmtest method to the Laplace factor model
GulPC

General unilateral loading principal component
DGulPC

Distributed general unilateral loading principal component
FanPC

Apply the FanPC method to the Laplace factor model
DSAPC

The distributed stochastic approximation principal component for handling online data sets with highly correlated data across multiple nodes.
Dfactor.tests

Distributed Factor Model Testing with Wald, GRS, PY tests and FDR control
IPC

Incremental principal component method
PPC

Projection principal component
osdr_lfm

Online Sufficient Dimension Reduction for Laplace Factor Models (OSDR-LFM)
DPPC

Distributed projection principal component
DPC

Distributed principal component
SAPC

The stochastic approximation principal component can handle online data sets with highly correlated.
DIPC

Distributed Incremental Principal Component Analysis (DIPC)
PC

Principal component
LFM

Generate Laplace factor models