TFM: An R package for truncated factor model

The Truncated Factor Model (TFM) is a statistical model for analyzing high-dimensional truncated data, leveraging sparsity and online learning to extract common factors. Its core advantage is efficient modeling of complex data structures with flexible parameter adjustments. We developed an R package...

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Bibliographic Details
Main Authors: Beibei Wu, Guangbao Guo
Format: Article
Language:English
Published: Elsevier 2025-09-01
Series:SoftwareX
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2352711025001712
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