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A flexible framework for estimating factor models with multiple latent variables. Supports linear, probit, ordered probit, and multinomial logit model components. Features include multi-stage estimation, automatic parameter initialization, analytical gradients and Hessians, and parallel estimation. Methods are described in Heckman, Humphries, and Veramendi (2016) <doi:10.1016/j.jeconom.2015.12.001>, Heckman, Humphries, and Veramendi (2018) <doi:10.1086/698760>, and Humphries, Joensen, and Veramendi (2024) <doi:10.1257/pandp.20241026>.
| Version: | 1.2.0 |
| Imports: | Rcpp (≥ 1.0.0), MASS, nnet, parallel, stats, utils |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | doParallel, foreach, jsonlite, knitr, nloptr, rmarkdown, testthat (≥ 3.0.0), trustOptim |
| Published: | 2026-04-22 |
| DOI: | 10.32614/CRAN.package.factorana (may not be active yet) |
| Author: | Greg Veramendi [aut, cre], Jess Xiong [aut] |
| Maintainer: | Greg Veramendi <greg.veramendi at gmail.com> |
| License: | GPL-3 |
| NeedsCompilation: | yes |
| Materials: | README, NEWS |
| CRAN checks: | factorana results |
| Reference manual: | factorana.html , factorana.pdf |
| Vignettes: |
Dynamic Factor Model (source, R code) Measurement System: Two-Factor CFA (source, R code) Roy Model: Sector Choice with a Latent Ability Factor (source, R code) |
| Package source: | factorana_1.2.0.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): factorana_1.2.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): factorana_1.2.0.tgz, r-oldrel (x86_64): factorana_1.2.0.tgz |
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