sparvaride: Variance Identification in Sparse Factor Analysis

This is an implementation of the algorithm described in Section 3 of Hosszejni and Frühwirth-Schnatter (2022) <doi:10.48550/arXiv.2211.00671>. The algorithm is used to verify that the counting rule CR(r,1) holds for the sparsity pattern of the transpose of a factor loading matrix. As detailed in Section 2 of the same paper, if CR(r,1) holds, then the idiosyncratic variances are generically identified. If CR(r,1) does not hold, then we do not know whether the idiosyncratic variances are identified or not.

Version: 0.1.0
Depends: R (≥ 4.1)
Imports: Rcpp
LinkingTo: RcppArmadillo, Rcpp
Suggests: testthat (≥ 3.0.0), knitr, rmarkdown
Published: 2023-03-13
DOI: 10.32614/CRAN.package.sparvaride
Author: Darjus Hosszejni ORCID iD [aut, cre], Sylvia Frühwirth-Schnatter ORCID iD [ths]
Maintainer: Darjus Hosszejni <darjus.hosszejni at>
License: GPL (≥ 3)
NeedsCompilation: yes
Citation: sparvaride citation info
Materials: README
CRAN checks: sparvaride results


Reference manual: sparvaride.pdf
Vignettes: short_intro


Package source: sparvaride_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sparvaride_0.1.0.tgz, r-oldrel (arm64): sparvaride_0.1.0.tgz, r-release (x86_64): sparvaride_0.1.0.tgz, r-oldrel (x86_64): sparvaride_0.1.0.tgz


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