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DSFM

Distributed Skew Factor Model Estimation Methods

v1.0.1 · Dec 1, 2025 · MIT + file LICENSE

Description

Provides a distributed framework for simulating and estimating skew factor models under various skewed and heavy-tailed distributions. The methods support distributed data generation, aggregation of local estimators, and evaluation of estimation performance via mean squared error, relative error, and sparsity measures. The distributed principal component (PC) estimators implemented in the package include 'IPC' (Independent Principal Component),'PPC' (Project Principal Component), 'SPC' (Sparse Principal Component), and other related distributed PC methods. The methodological background follows Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies MASS matrixcalc sn psych elasticnet SOPC DSFM

Version History

new 1.0.1 Mar 9, 2026