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TFM (version 0.5.2)

Sparse Online Principal Component for Truncated Factor Model

Description

The Truncated Factor Model is a statistical model designed to handle specific data structures in data analysis. This R package focuses on the Sparse Online Principal Component Estimation method, which is used to calculate data such as the loading matrix and specific variance matrix for truncated data, thereby better explaining the relationship between common factors and original variables. Additionally, the R package also provides other equations for comparison with the Sparse Online Principal Component Estimation method.The philosophy of the package is described in thesis. (2023) .

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Version

Install

install.packages('TFM')

Monthly Downloads

348

Version

0.5.2

License

MIT + file LICENSE

Maintainer

Guangbao Guo

Last Published

June 9th, 2025

Functions in TFM (0.5.2)

TFM

The TFM function is to generate Truncated factor model data.
winequality.white

White Wine Quality Dataset A dataset containing physicochemical properties and sensory quality ratings of Portuguese "Vinho Verde" white wine samples.
riboflavinv100

Riboflavin Production Data (Top 100 Genes)
ttest.TFM

T-test for Truncated Factor Model
taxi_trip_pricing

Taxi Trip Pricing Dataset
yacht_hydrodynamics

Yacht Hydrodynamics (Residuary Resistance) Dataset A dataset for predicting the residuary resistance of sailing yachts during early design stages. It contains hull geometry, operational parameters, and experimental resistance measurements from the Delft Ship Hydromechanics Laboratory.
PPC2_TFM

Apply the PPC method to the Truncated factor model
GulPC_TFM

Apply the GulPC method to the Truncated factor model
PC1_TFM

Apply the PC method to the Truncated factor model
PC2_TFM

Apply the PC method to the Truncated factor model
OPC_TFM

Apply the OPC method to the Truncated factor model
SAPC_TFM

Stochastic Approximation Principal Component Analysis
FanPC_TFM

Apply the FanPC method to the Truncated factor model
PPC1_TFM

Projected Principal Component Analysis
GOOG

Google (GOOG) Stock Price Dataset
IPC_TFM

Incremental Principal Component Analysis
riboflavin

Riboflavin Production Data
SPC_TFM

Sparse Principal Component Analysis
SOPC_TFM

Sparse Online Principal Component Analysis
admission_predict

Graduate Admissions Prediction Dataset A dataset for predicting postgraduate admission probability, integrating standardized test scores, academic performance, and application - related metrics.
concrete

Concrete Mixture and Compressive Strength Dataset A dataset that includes the proportions of concrete ingredients (such as cement, slag, fly ash, water, superplasticizer, and aggregates) as well as the mechanical and workability properties (slump, flow, and 28-day compressive strength) of high-performance concrete (HPC).
protein

Data Frame 'protein'
real_estate_valuation

Real Estate Valuation Dataset A dataset containing features related to residential property valuation in New Taipei City, Taiwan, including house age, proximity to transit (MRT), local amenities (convenience stores), geographic coordinates, and the target valuation.
review

Travel Review Dataset