{ "_id": "6a1f236bb401979e73420af1", "Package": "HDRFA", "Type": "Package", "Title": "High-Dimensional Robust Factor Analysis", "Version": "0.1.5", "Authors@R": "c(person(\"Yong\", \"He\", role=c(\"aut\")),\nperson(\"Lingxiao\", \"Li\", role=c(\"aut\")),\nperson(\"Dong\", \"Liu\", role=c(\"aut\", \"cre\"), email = \"liudong_stat@163.com\"),\nperson(\"Wenxin\", \"Zhou\", role=c(\"aut\")))", "Author": "Yong He [aut], Lingxiao Li [aut], Dong Liu [aut, cre], Wenxin\nZhou [aut]", "Maintainer": "Dong Liu ", "Description": "Factor models have been widely applied in areas such as\neconomics and finance, and the well-known heavy-tailedness of\nmacroeconomic/financial data should be taken into account when\nconducting factor analysis. We propose two algorithms to do\nrobust factor analysis by considering the Huber loss. One is\nbased on minimizing the Huber loss of the idiosyncratic error's\nL2 norm, which turns out to do Principal Component Analysis\n(PCA) on the weighted sample covariance matrix and thereby\nnamed as Huber PCA. The other one is based on minimizing the\nelement-wise Huber loss, which can be solved by an iterative\nHuber regression algorithm. In this package we also provide the\ncode for traditional PCA, the Robust Two Step (RTS) method by\nHe et al. (2022) and the Quantile Factor Analysis (QFA) method\nby Chen et al. (2021) and He et al. (2023).", "License": "GPL-2 | GPL-3", "Encoding": "UTF-8", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-16 06:54:01 UTC", "User": "root" }, "Repository": "https://ldstat.r-universe.dev", "Date/Publication": "2024-07-23 02:44:49 UTC", "RemoteUrl": "https://github.com/cran/HDRFA", "RemoteRef": "HEAD", "RemoteSha": "eb0e8c9844db647b070998d8dbdcc42b0761f04a", "MD5sum": "fd0c7a2fb3412abb176b2acbb3882d60", "_user": "ldstat", "_type": "src", "_file": "HDRFA_0.1.5.tar.gz", "_fileid": "11a4c258b0d12682ff7598b416290d19c9fd1dcc57008560ba888ea6235c93e9", "_filesize": 138190, "_sha256": "11a4c258b0d12682ff7598b416290d19c9fd1dcc57008560ba888ea6235c93e9", "_created": "2026-05-16T06:54:01.000Z", "_published": "2026-06-02T18:39:39.237Z", "_distro": "noble", "_jobs": [ { "job": 79145529944, "time": 117, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7031374817" }, { "job": 79145529918, "time": 126, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7031375614" }, { "job": 79145530692, "time": 163, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7031377217" }, { "job": 79145529963, "time": 170, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7031377490" }, { "job": 79145529004, "time": 181, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7031359800" }, { "job": 79145529463, "time": 97, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7366701520" }, { "job": 79145530329, "time": 88, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "7031371086" }, { "job": 79145530727, "time": 93, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "7031371693" }, { "job": 79145530480, "time": 89, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "7031371378" } ], "_buildurl": "https://github.com/r-universe/ldstat/actions/runs/25955434288", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/HDRFA", "_commit": { "id": "eb0e8c9844db647b070998d8dbdcc42b0761f04a", "author": "Dong Liu ", "committer": "cran-robot ", "message": "version 0.1.5\n", "time": 1721702689 }, "_maintainer": { "name": "Dong Liu", "email": "liudong_stat@163.com", "login": "ldstat", "uuid": 96607874 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "quantreg", "role": "Imports" }, { "package": "pracma", "role": "Imports" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 0, "_contributors": [ { "user": "ldstat", "count": 3, "uuid": 96607874 } ], "_userbio": { "uuid": 96607874, "type": "user", "name": "Dong Liu" }, "_downloads": { "count": 227, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/HDRFA" }, "_searchresults": 1, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/HDRFA.html", "manual.pdf" ], "_realowner": "ldstat", "_cranurl": false, "_releases": [ { "version": "0.1.0", "date": "2023-03-07" }, { "version": "0.1.1", "date": "2023-04-06" }, { "version": "0.1.2", "date": "2023-09-26" }, { "version": "0.1.3", "date": "2023-10-06" }, { "version": "0.1.4", "date": "2023-11-07" }, { "version": "0.1.5", "date": "2024-07-22" } ], "_exports": [ "HPCA", "HPCA_FN", "IQR", "IQR_FN", "PCA", "PCA_FN", "RTS", "RTS_FN" ], "_help": [ { "page": "HPCA", "title": "Huber Principal Component Analysis for Large-Dimensional Factor Models", "topics": [ "HPCA" ] }, { "page": "HPCA_FN", "title": "Estimating Factor Numbers via Rank Minimization Corresponding to Huber PCA", "topics": [ "HPCA_FN" ] }, { "page": "IQR", "title": "Iterative Quantile Regression Methods for Quantile Factor Models", "topics": [ "IQR" ] }, { "page": "IQR_FN", "title": "Estimating Factor Numbers via Rank Minimization Corresponding to IQR", "topics": [ "IQR_FN" ] }, { "page": "PCA", "title": "Principal Component Analysis for Large-Dimensional Factor Models", "topics": [ "PCA" ] }, { "page": "PCA_FN", "title": "Estimating Factor Numbers via Eigenvalue Ratios Corresponding to PCA", "topics": [ "PCA_FN" ] }, { "page": "RTS", "title": "Robust Two Step Algorithm for Large-Dimensional Elliptical Factor Models", "topics": [ "RTS" ] }, { "page": "RTS_FN", "title": "Estimating Factor Numbers Robustly via Multivariate Kendall’s Tau Eigenvalue Ratios", "topics": [ "RTS_FN" ] } ], "_rundeps": [ "lattice", "MASS", "Matrix", "MatrixModels", "pracma", "quantreg", "SparseM", "survival" ], "_score": 1, "_indexed": true, "_nocasepkg": "hdrfa", "_universes": [ "ldstat" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.5", "date": "2026-05-16T06:55:50.000Z", "distro": "noble", "commit": "eb0e8c9844db647b070998d8dbdcc42b0761f04a", "fileid": "0e2d24c92c0164767d5b2684330f055280a21efb0042a96eb17145a37b69cc30", "status": "success", "check": "OK", "buildurl": 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