GFM

1.2.2

Generalized Factor Model

4packages depend

3.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Wei LiuFirst published 2022-01-054 releasesCRAN page ↗GitHub ↗

Generalized factor model is implemented for ultra-high dimensional data with mixed-type variables. Two algorithms, variational EM and alternate maximization, are designed to implement the generalized factor model, respectively. The factor matrix and loading matrix together with the number of factors can be well estimated. This model can be employed in social and behavioral sciences, economy and finance, and genomics, to extract interpretable nonlinear factors. More details can be referred to Wei Liu, Huazhen Lin, Shurong Zheng and Jin Liu. (2023) doi:10.1080/01621459.2021.1999818.

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("feiyoung/GFM")

Development version from feiyoung/GFM. Installs pak first if it is not already available.

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-gfm

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-GFM

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-GFM

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

Health

CRAN checks

13OK

Slowest check: 3.2 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-04-22
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 436 wordsVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 98%
Return-value docs: 100%
References docs: 43%

Downloads

3.2K

CRAN downloads in the past year

Rank #13,908 · ~9/day · ~267/mo

Releases R versions

Daily download trend is not available in this view yet.

24330 days

74990 days

3.2K1 year

Compare downloads with other packages →

Also on451 r2u41 autocran

Repository

GitHub ↗ feiyoung/gfm

2Stars

3Forks

0Open issues

0Open PRs

0Releases

30Commits

1Contributors

nonlinear-dimension-reductionapproximate-factor-modelnumber-of-factorsfeature-extraction

30 commits · Last activity 2026-01-17

Stars over time

2022-06-14 · 22026-07-07 · 2

Repository practices

Upstream repositoryBeta

1 development-tooling and community-health practice detected across 1 family in the upstream repository

Checks run against github.com/feiyoung/gfm on 2026-07-26.

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (3)

R >= 3.5.0doSNOWparallel

Imports (5)

MASSstatsirlba Rcppmethods

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

knitr rmarkdown

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

4direct

0indirect

CMGFM MMGFM sparseGFM tcv

Code & Tests

People & History

People (5)

Maintainer (1)

Wei Liu

Author, Maintainer

Authors (5)

Author, Maintainer

Author

Author

Author · added in 1.2.1

Shurong Zheng

Author

Package Timeline

4 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.2.2Latest
2026-01-18 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.2.1
2023-08-11 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.2.0
2023-02-13 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.1.0
2022-01-05
R
R 4.1.0 released · 2021-05-18

Package metadata

First published: 2022-01-05
Total releases: 4 / 4 yrs
License: GPL-3 OSI
Minimum R: ≥ 3.5.0
Download size: 351 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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