Generalized Co-Sparse Factor Regression


[Up] [Top]

Documentation for package ‘gofar’ version 0.1

Help Pages

gofar_control Control parameters for the estimation procedure of GOFAR(S) and GOFAR(P)
gofar_p Generalize Exclusive factor extraction via co-sparse unit-rank estimation (GOFAR(P)) using k-fold crossvalidation
gofar_s Generalize Sequential factor extraction via co-sparse unit-rank estimation (GOFAR(S)) using k-fold crossvalidation
gofar_sim Simulate data for GOFAR
simulate_gofar Simulated data for GOFAR