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().
Version: 1.0.1 Depends: R (≥ 3.5) Imports: cli, doParallel, dplyr, foreach, ggplot2, magrittr, matrixStats, pracma, scales, stats Suggests: knitr, quarto, rmarkdown, testthat (≥ 3.0.0) Published: 2025-05-20 DOI: 10.32614/CRAN.package.l1rotation Author: Simon Freyaldenhoven [aut, cph], Ryan Kobler [aut, cre] Maintainer: Ryan Kobler <kobleary at gmail.com> BugReports: https://github.com/SimonFreyaldenhoven/l1rotation/issues License: MIT + file LICENSE URL: https://kobleary.github.io/l1rotation/, https://github.com/SimonFreyaldenhoven/l1rotation NeedsCompilation: no Citation: l1rotation citation info Materials: README NEWS CRAN checks: l1rotation results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=l1rotation to link to this page.
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