{ "_id": "6ad71eacd556c3a3418a6a26", "Package": "factorselect", "Title": "Eigenvalue-Based Estimation of the Number of Factors in\nApproximate Factor Models", "Version": "0.1.2", "Authors@R": "person(\"Jason\", \"Parker\", email = \"jparker588@gmail.com\",\nrole = c(\"aut\", \"cre\"),\ncomment = c(ORCID = \"0000-0001-9227-6976\"))", "Description": "Eigenvalue-based estimation of the number of factors in\napproximate factor models. Designed to work when either N or T\nis large, without requiring both dimensions to grow\nsimultaneously. Implements the eigenvalue ratio estimator of\nAhn and Horenstein (2013) , the\ninformation criteria of Bai and Ng (2002)\n, the tuned penalty of Alessi,\nBarigozzi and Capasso (2010) ,\nthe auto-covariance ratio estimator of Lam and Yao (2012)\n, and the edge distribution estimators\nof Onatski (2009) and Onatski (2010)\n.", "License": "MIT + file LICENSE", "Encoding": "UTF-8", "Roxygen": "list(markdown = TRUE)", "RoxygenNote": "7.3.3", "VignetteBuilder": "knitr", "Config/testthat/edition": "3", "URL": "https://github.com/penny4nonsense/factorselect", "BugReports": "https://github.com/penny4nonsense/factorselect/issues", "Repository": "https://penny4nonsense.r-universe.dev", "Date/Publication": "2026-04-22 16:45:48 UTC", "RemoteUrl": "https://github.com/penny4nonsense/factorselect", "RemoteRef": "HEAD", "RemoteSha": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "NeedsCompilation": "no", "Packaged": { "Date": "2026-10-20 07:51:19 UTC", "User": "root" }, "Author": "Jason Parker [aut, cre] (ORCID:\n)", "Maintainer": "Jason Parker ", "_user": "penny4nonsense", "_type": "src", "_file": "factorselect_0.1.2.tar.gz", "_fileid": "https://r2.ropensci.org/65072d9df00c45248fb12f68afdc494fa20c9e94e00cb8873be4d0fa6990d41a", "_filesize": 328578, "_sha256": "65072d9df00c45248fb12f68afdc494fa20c9e94e00cb8873be4d0fa6990d41a", "_expires": "2027-01-28T07:56:26.000Z", "_created": "2026-10-20T07:51:19.000Z", "_published": "2026-10-20T07:56:28.687Z", "_upstream": "https://github.com/penny4nonsense/factorselect", "_status": "success", "_maintainer": { "name": "Jason Parker", "email": "jparker588@gmail.com", "login": "penny4nonsense", "orcid": "0000-0001-9227-6976", "description": "Data scientist turning analytical methods into tools people actually use. @ Southwest Airlines AI, formerly academia. OSS contributor", "uuid": 38506381 }, "_jobs": [ { "job": 118516728159, "time": 105, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "12249305419" }, { "job": 118516728172, "time": 148, "config": "linux-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "12249166332" }, { "job": 118516727977, "time": 230, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "12248409170" }, { "job": 118516728017, "time": 265, "config": "macos-release-arm64", "r": "4.6.1", "check": "OK", "artifact": "12248399602" }, { "job": 118515083167, "time": 268, "config": "source", "r": "4.6.1", "check": "OK", "artifact": "12248498256" }, { "job": 118516728046, "time": 90, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "12248812715" }, { "job": 118516728379, "time": 65, "config": "windows-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "12249066450" }, { "job": 118516728072, "time": 79, "config": "windows-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "12248184011" }, { "job": 118516728054, "time": 69, "config": "windows-release-x86_64", "r": "4.6.1", "check": "OK", "artifact": "12248209910" } ], "_buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210", "_commit": { "id": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "author": "Jason Parker ", "committer": "Jason Parker ", "message": "v0.1.2 - Address CRAN reviewer feedback\n", "time": 1776876348 }, "_distro": "resolute", "_host": "GitHub-Actions", "_registered": true, "_dependencies": [ { "package": "RSpectra", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" } ], "_owner": "penny4nonsense", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2026-16", "n": 11 }, { "week": "2026-17", "n": 1 } ], "_tags": [ { "name": "v0.1.2", "date": "2026-04-22" } ], "_stars": 1, "_contributors": [ { "user": "penny4nonsense", "count": 1, "uuid": 38506381 } ], "_userbio": { "uuid": 38506381, "type": "user", "name": "Jason Parker", "followers": 1, "description": "Data scientist turning analytical methods into tools people actually use. @ Southwest Airlines AI, formerly academia. OSS contributor" }, "_downloads": { "count": 291, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/factorselect" }, "_devurl": "https://github.com/penny4nonsense/factorselect", "_searchresults": 0, "_rbuild": "4.6.1", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/factorselect.html", "extra/manual.pdf", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "LICENSE" ], "_homeurl": "https://github.com/penny4nonsense/factorselect", "_realowner": "penny4nonsense", "_cranurl": true, "_releases": [ { "version": "0.1.3", "date": "2026-04-28" } ], "_exports": [ "select_factors", "simulate_factor_model" ], "_help": [ { "page": "dot-abc", "title": "Alessi, Barigozzi and Capasso (2010) Tuned Information Criteria", "topics": [ ".abc" ] }, { "page": "dot-ahn_horenstein", "title": "Ahn-Horenstein Eigenvalue Ratio Estimator", "topics": [ ".ahn_horenstein" ] }, { "page": "dot-bai_ng", "title": "Bai and Ng (2002) Information Criteria for Number of Factors", "topics": [ ".bai_ng" ] }, { "page": "dot-extract_eigenvalues", "title": "Extract Leading Eigenvalues from a Panel Data Matrix", "topics": [ ".extract_eigenvalues" ] }, { "page": "dot-lam_yao", "title": "Lam and Yao (2012) Eigenvalue Ratio Estimator", "topics": [ ".lam_yao" ] }, { "page": "dot-onatski_2009", "title": "Onatski (2009) Test for the Number of Factors", "topics": [ ".onatski_2009" ] }, { "page": "dot-onatski_2010", "title": "Onatski (2010) Edge Distribution Estimator", "topics": [ ".onatski_2010" ] }, { "page": "dot-prepare_matrix", "title": "Demean and Scale a Matrix for Factor Analysis", "topics": [ ".prepare_matrix" ] }, { "page": "plot.factor_select", "title": "Plot Method for factor_select Objects", "topics": [ "plot.factor_select" ] }, { "page": "print.factor_select", "title": "Print Method for factor_select Objects", "topics": [ "print.factor_select" ] }, { "page": "select_factors", "title": "Select the Number of Factors in an Approximate Factor Model", "topics": [ "select_factors" ] }, { "page": "simulate_factor_model", "title": "Simulate Data from an Approximate Factor Model", "topics": [ "simulate_factor_model" ] }, { "page": "summary.factor_select", "title": "Summary Method for factor_select Objects", "topics": [ "summary.factor_select" ] } ], "_readme": "https://github.com/penny4nonsense/factorselect/raw/HEAD/README.md", "_rundeps": [], "_vignettes": [ { "source": "factorselect.Rmd", "filename": "factorselect.html", "title": "Introduction to factorselect", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "Simulating Factor Model Data", "The Recommended Estimator: Ahn & Horenstein (2013)", "Comparing All Estimators", "Scree Plot", "Finite Sample Performance", "Notes on Individual Estimators", "Bai & Ng (2002) and ABC (2010)", "Lam & Yao (2012)", "Onatski (2009)", "Onatski (2010)", "References" ], "created": "2026-04-17 16:45:49", "modified": "2026-04-17 16:45:49", "commits": 1 } ], "_score": 4, "_indexed": true, "_nocasepkg": "factorselect", "_universes": [ "penny4nonsense" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.2", "date": "2026-10-20T07:53:00.000Z", "distro": "resolute", "commit": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "fileid": "https://r2.ropensci.org/c99c3596e84ced4a611ac4ce4b4b262cf90b24c7153a1f3cefc0398911e432ad", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210" }, { "r": "4.6.1", "os": "linux", "version": "0.1.2", "date": "2026-10-20T07:53:45.000Z", "distro": "resolute", "commit": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "fileid": "https://r2.ropensci.org/28a142430cc027ec6b21bc9a2ecf5e33a2bdeed25e08b2d513f139ef27ff84f6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210" }, { "r": "4.5.3", "os": "mac", "version": "0.1.2", "date": "2026-10-20T07:54:28.000Z", "commit": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "fileid": "https://r2.ropensci.org/1fe5771997643a05eff1487175fbc70f13de26be003c3603417543d7dd14623b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210" }, { "r": "4.6.1", "os": "mac", "version": "0.1.2", "date": "2026-10-20T07:54:40.000Z", "commit": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "fileid": "https://r2.ropensci.org/1c9d6e2376a91af5b3af6bfc1813b024bb802055c1cc636f27b18c9ca448247e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.2", "date": "2026-10-20T07:53:02.000Z", "commit": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "fileid": "https://r2.ropensci.org/03a928f34b8ffcb48beaf59a88c0c8bc6cfedcbbdb0ce53a9bd6b47175a16036", "status": "success", "buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210" }, { "r": "4.7.0", "os": "win", "version": "0.1.2", "date": "2026-10-20T07:52:20.000Z", "commit": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "fileid": "https://r2.ropensci.org/8626f331d5ccb102669477156a3b1ccf7eb7530a062247c6b92dec458f637a53", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210" }, { "r": "4.5.3", "os": "win", "version": "0.1.2", "date": "2026-10-20T07:52:29.000Z", "commit": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "fileid": "https://r2.ropensci.org/c35322ffcda3fbe4a62a6edfcf5ddc18a11cc51bd0e6ff2da71b41d72f9d1536", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210" }, { "r": "4.6.1", "os": "win", "version": "0.1.2", "date": "2026-10-20T07:52:20.000Z", "commit": "f0f08d5953488bf2c0db0aa8b341b16e5f28dc7c", "fileid": "https://r2.ropensci.org/705ad15ba75a1f333d975280a60be59e08b7149233834fbd7667c04338edd13b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/penny4nonsense/actions/runs/39388779210" } ] }