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Provides tools for factor analysis in financial and econometric settings under Beta factor models. It includes functions to simulate factor-model data with Beta-distributed idiosyncratic components (e.g., standard Beta, scaled Beta, and truncated Beta distributions) and to conduct model diagnostic assessments such as likelihood ratio tests for factor number selection and goodness-of-fit tests for Beta distribution assumptions. Estimation routines encompass maximum likelihood estimation for finite-dimensional Beta factor models, regularized Beta factor analysis for high-dimensional datasets, and shrinkage-based estimation for robust Beta factor loading recovery in noisy or incomplete data environments. The package's methodological framework is detailed in Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.
| Version: | 0.2.11 |
| Depends: | R (≥ 3.5.0) |
| Imports: | MASS, psych, stats |
| Suggests: | testthat (≥ 3.0.0), spelling, betareg, zoib |
| Published: | 2026-05-18 |
| DOI: | 10.32614/CRAN.package.BFM |
| Author: | Guangbao Guo [aut, cre], Jiahui Feng [aut] |
| Maintainer: | Guangbao Guo <ggb11111111 at 163.com> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | no |
| Language: | en-US |
| CRAN checks: | BFM results |
| Reference manual: | BFM.html , BFM.pdf |
| Package source: | BFM_0.2.11.tar.gz |
| Windows binaries: | r-devel: not available, r-release: BFM_0.2.11.zip, r-oldrel: BFM_0.2.11.zip |
| macOS binaries: | r-release (arm64): BFM_0.2.11.tgz, r-oldrel (arm64): BFM_0.2.11.tgz, r-release (x86_64): BFM_0.2.11.tgz, r-oldrel (x86_64): BFM_0.2.11.tgz |
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These binaries (installable software) and packages are in development.
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