Description
Implements statistical methods for group factor analysis, focusing on estimating the number of global and local factors and extracting them. Several algorithms are implemented, including Canonical Correlation-based Estimation by Choi et al. (2021) , Generalised Canonical Correlation Estimation by Lin and Shin (2023) , Circularly Projected Estimation by Chen (2022) , and the Aggregated Projection Method by Hu et al. (2025) .