gofar: Generalized Co-Sparse Factor Regression
Divide and conquer approach for estimating low-rank and sparse coefficient matrix in the generalized co-sparse factor regression. Please refer the manuscript 'Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127' for more details.
| Version: |
0.1 |
| Depends: |
R (≥ 3.5), stats, utils |
| Imports: |
Rcpp (≥ 0.12.9), MASS, magrittr, rrpack, glmnet |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2022-03-02 |
| Author: |
Aditya Mishra [aut, cre],
Kun Chen [aut] |
| Maintainer: |
Aditya Mishra <amishra at flatironinstitute.org> |
| License: |
GPL (≥ 3.0) |
| URL: |
https://github.com/amishra-stats/gofar,
https://www.sciencedirect.com/science/article/pii/S0167947320302188 |
| NeedsCompilation: |
yes |
| Language: |
en-US |
| CRAN checks: |
gofar results |
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