Package: pECV 1.0.1

pECV: Entrywise Splitting Cross-Validation for Factor Models

Implements entrywise splitting cross-validation (ECV) and its penalized variant (pECV) for selecting the number of factors in generalized factor models.

Authors:Zhijing Wang [aut, cre]

pECV_1.0.1.tar.gz
pECV_1.0.1.zip(r-4.7)pECV_1.0.1.zip(r-4.6)pECV_1.0.1.zip(r-4.5)
pECV_1.0.1.tgz(r-4.6-x86_64)pECV_1.0.1.tgz(r-4.6-arm64)pECV_1.0.1.tgz(r-4.5-x86_64)pECV_1.0.1.tgz(r-4.5-arm64)
pECV_1.0.1.tar.gz(r-4.7-arm64)pECV_1.0.1.tar.gz(r-4.7-x86_64)pECV_1.0.1.tar.gz(r-4.6-arm64)pECV_1.0.1.tar.gz(r-4.6-x86_64)
pECV_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html
card.svg |card.png
pECV/json (API)

# Install 'pECV' in R:
install.packages('pECV', repos = c('https://wzjwangzhijing.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/wangatsu/ecv/issues

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

openblascpp

1.00 score 121 downloads 10 exports 5 dependencies

Last updated from:9c207a078a. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK181
linux-devel-x86_64OK188
source / vignettesOK168
linux-release-arm64OK176
linux-release-x86_64OK179
macos-release-arm64OK151
macos-release-x86_64OK566
macos-oldrel-arm64OK173
macos-oldrel-x86_64OK252
windows-develOK120
windows-releaseOK135
windows-oldrelOK106
wasm-releaseOK104

Exports:estimate_Cestimate_C_binarygenerate_binary_datagenerate_binary_data_missgenerate_continuous_datagenerate_continuous_data_missgenerate_count_datagenerate_count_data_misspECVpECV.miss

Dependencies:irlbalatticeMatrixRcppRcppArmadillo