l1rotation: Identify Loading Vectors under Sparsity in Factor Models
Simplify the loading matrix in factor models using the l1 criterion as proposed in Freyaldenhoven (2025) <doi:10.21799/frbp.wp.2020.25>. Given a data matrix, find the rotation of the loading matrix with the smallest l1-norm and/or test for the presence of local factors with main function local_factors().
| Version: | 
1.0.1 | 
| Depends: | 
R (≥ 3.5) | 
| Imports: | 
cli, doParallel, dplyr, foreach, ggplot2, magrittr, matrixStats, pracma, scales, stats | 
| Suggests: | 
knitr, quarto, rmarkdown, testthat (≥ 3.0.0) | 
| Published: | 
2025-05-20 | 
| DOI: | 
10.32614/CRAN.package.l1rotation | 
| Author: | 
Simon Freyaldenhoven [aut, cph],
  Ryan Kobler [aut, cre] | 
| Maintainer: | 
Ryan Kobler  <kobleary at gmail.com> | 
| BugReports: | 
https://github.com/SimonFreyaldenhoven/l1rotation/issues | 
| License: | 
MIT + file LICENSE | 
| URL: | 
https://kobleary.github.io/l1rotation/,
https://github.com/SimonFreyaldenhoven/l1rotation | 
| NeedsCompilation: | 
no | 
| Citation: | 
l1rotation citation info  | 
| Materials: | 
README, NEWS  | 
| CRAN checks: | 
l1rotation results | 
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