l1rotation
1.0.1Identify Loading Vectors under Sparsity in Factor Models
Overview
Simplify the loading matrix in factor models using the l1 criterion as proposed in Freyaldenhoven (2025) doi:10.21799/frbp.wp.2020.25. Given a data matrix, find the rotation of the loading matrix with the smallest l1-norm and/or test for the presence of local factors with main function local_factors().
Install
Health
- OK2026-06-0913 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-06-0812 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 0%
Downloads
Repository
Repository practices
4 development-tooling and community-health practices detected across 4 families in the upstream repository
Checks run against github.com/simonfreyaldenhoven/l1rotation on 2026-07-19.
Dependencies
Nothing depends on this yet.
Code & Tests
- Cyclomatic complexity
- 3.0 median / 12 max
- Test cases
- 41 / 5.55 per code line
Test coverage
Line coverage
90%
Expression
88.6%
Tests / Examples
90.2% / 75% ex
Functions
23 3 exported
Complexity
3.7 avg / 12 max
Call network
23 nodes / 24 edges
Call graph
Open call graph →Lowest coverage
23 functions| Function | Cyclo | Coverage |
|---|---|---|
| calculate_pairwise_distances_old | 4 | 0% |
| find_local_factors exp | 12 | 69% |
| gridsize | 7 | 75% |
| test_local_factors exp | 7 | 81% |
| select_palette | 4 | 82% |
| local_factors exp | 7 | 88% |
People & History
1 release. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.0.1Latest2026-03-10 · current release
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-05-20
- Total releases
- 1 / 1 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 3.5
- Bundled data
- 352 KB / 1 file
- Download size
- 4.8 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet