BFM

0.2.11

Beta Factor Model

0packages depend

849downloads / year

0.0%test coverage

12/13checks pass

Overview

About

Maintained by Guangbao GuoFirst published 2026-05-191 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("BFM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-bfm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-BFM

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-BFM

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

1NOTE12OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 55 s · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.08

0.0%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-05-19
5 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 0%

Downloads

849

CRAN downloads in the past year

Rank #11,880 · ~2/day · ~71/mo

Releases R versions

Daily download trend is not available in this view yet.

16430 days

84990 days

8491 year

Compare downloads with other packages →

Also on22 r2u3 autocran

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.5.0

Imports (3)

MASSpsychstats

LinkingTo (0)

none

Suggests (4)

testthat spelling betareg zoib

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (2)

Maintainer (1)

Guangbao Guo

Author, Maintainer

Authors (2)

Guangbao Guo

Author, Maintainer

Jiahui Feng

Author

Package Timeline

1 release. R releases are shown for context.

0.2.11Latest
2026-05-19 · current release
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-05-19
Total releases: 1 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 3.5.0
Bundled data: 6.1 KB / 4 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

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