Factor analysis based on higher-order moments
- Mentors
- kboudt, Emil Sjørup, Peter Carl, Nathan Lassance
- Organization
- The R Project for Statistical Computing
The "hofa" package for factor selection and estimation based on higher order moments. The aim of my GSOC project is to turn this package into a go-to package for analyzing the difference between higher order moments and covariance based methods for factor selection and estimation. This requires adding a large number of methods, including test cases and improving the package structure.