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CRAN: Package gofar

gofar: Generalized Co-Sparse Factor Regression

Divide and conquer approach for estimating low-rank and sparse coefficient matrix in the generalized co-sparse factor regression. Please refer the manuscript 'Mishra, Aditya, Dipak K. Dey, Yong Chen, and Kun Chen. Generalized co-sparse factor regression. Computational Statistics & Data Analysis 157 (2021): 107127' for more details.

Version: 0.1 Depends: R (≥ 3.5), stats, utils Imports: Rcpp (≥ 0.12.9), MASS, magrittr, rrpack, glmnet LinkingTo: Rcpp, RcppArmadillo Published: 2022-03-02 DOI: 10.32614/CRAN.package.gofar Author: Aditya Mishra [aut, cre], Kun Chen [aut] Maintainer: Aditya Mishra <amishra at flatironinstitute.org> License: GPL (≥ 3.0) URL: https://github.com/amishra-stats/gofar, https://www.sciencedirect.com/science/article/pii/S0167947320302188 NeedsCompilation: yes Language: en-US CRAN checks: gofar results Documentation: Downloads: Linking:

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