l1rotation
This R package implements the l1-rotation criterion for factor models from Freyaldenhoven (2025).
Science Score: 13.0%
This score indicates how likely this project is to be science-related based on various indicators:
-
○CITATION.cff file
-
○codemeta.json file
-
○.zenodo.json file
-
✓DOI references
Found 4 DOI reference(s) in README -
○Academic publication links
-
○Academic email domains
-
○Institutional organization owner
-
○JOSS paper metadata
-
○Scientific vocabulary similarity
Low similarity (9.4%) to scientific vocabulary
Last synced: 10 months ago
·
JSON representation
Repository
This R package implements the l1-rotation criterion for factor models from Freyaldenhoven (2025).
Basic Info
Statistics
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
- Releases: 0
Fork of SimonFreyaldenhoven/l1rotation
Created about 1 year ago
· Last pushed 11 months ago
https://github.com/kobleary/l1rotation/blob/main/
[](https://CRAN.R-project.org/package=l1rotation)
[](https://r-pkg.org/pkg/l1rotation)
## Overview
The `l1rotation` package implements the l1-rotation criterion of
[Freyaldenhoven (2025)](https://doi.org/10.21799/frbp.wp.2020.25) to
simplify the loading matrix in factor models.
## Installation
``` r
# Install from CRAN
install.packages("l1rotation")
# Install latest version from GitHub
install.packages("devtools")
devtools::install_github("SimonFreyaldenhoven/l1rotation")
```
## Usage
Find a minimal example below. For more information see the package
[website](https://kobleary.github.io/l1rotation/),
[documentation](https://cran.r-project.org/package=l1rotation/l1rotation.pdf)
and
[vignette](https://cran.r-project.org/package=l1rotation/vignettes/documentation.html).
``` r
library(l1rotation)
set.seed(916)
# Minimal example with 2 factors, where X is a 224 by 207 matrix
lf <- local_factors(X = example_data, r = 2)
# Rerun with parallel processing
lf_lambdas <- local_factors(X = example_data, r = 2, parallel = TRUE, n_cores = 10)
# Visualize Principal Component estimate of the loadings
lf$pc_plot
```
``` r
# Visualize l1-rotation loadings
lf$rotated_plot
```
## Citation
Simon Freyaldenhoven. Identification Through Sparsity in Factor Models:
the l1-rotation criterion. [Philadelphia Fed Working Paper
20-25](https://doi.org/10.21799/frbp.wp.2020.25), June 2025.
Simon Freyaldenhoven, Ryan Kobler. `l1rotation` package. Code and data
repository at , March
2025.
Owner
- Login: kobleary
- Kind: user
- Company: Reed College
- Repositories: 1
- Profile: https://github.com/kobleary
GitHub Events
Total
- Delete event: 2
- Issue comment event: 1
- Member event: 1
- Push event: 23
- Pull request review comment event: 2
- Pull request review event: 1
- Pull request event: 4
- Create event: 2
Last Year
- Delete event: 2
- Issue comment event: 1
- Member event: 1
- Push event: 23
- Pull request review comment event: 2
- Pull request review event: 1
- Pull request event: 4
- Create event: 2
Packages
- Total packages: 1
-
Total downloads:
- cran 461 last-month
- Total dependent packages: 0
- Total dependent repositories: 0
- Total versions: 1
- Total maintainers: 1
cran.r-project.org: l1rotation
Identify Loading Vectors under Sparsity in Factor Models
- Homepage: https://kobleary.github.io/l1rotation/
- Documentation: http://cran.r-project.org/web/packages/l1rotation/l1rotation.pdf
- License: MIT + file LICENSE
-
Latest release: 1.0.1
published about 1 year ago
Rankings
Dependent packages count: 26.5%
Dependent repos count: 32.6%
Average: 48.6%
Downloads: 86.7%
Maintainers (1)
Last synced:
10 months ago