BFM: Beta Factor Model

Provides tools for factor analysis in financial and econometric settings under Beta factor models. It includes functions to simulate factor-model data with Beta-distributed idiosyncratic components (e.g., standard Beta, scaled Beta, and truncated Beta distributions) and to conduct model diagnostic assessments such as likelihood ratio tests for factor number selection and goodness-of-fit tests for Beta distribution assumptions. Estimation routines encompass maximum likelihood estimation for finite-dimensional Beta factor models, regularized Beta factor analysis for high-dimensional datasets, and shrinkage-based estimation for robust Beta factor loading recovery in noisy or incomplete data environments. The package's methodological framework is detailed in Guo G. (2023) <doi:10.1007/s00180-022-01270-z>.

Version:	0.2.11
Depends:	R (≥ 3.5.0)
Imports:	MASS, psych, stats
Suggests:	testthat (≥ 3.0.0), spelling, betareg, zoib
Published:	2026-05-18
DOI:	10.32614/CRAN.package.BFM (may not be active yet)
Author:	Guangbao Guo [aut, cre], Jiahui Feng [aut]
Maintainer:	Guangbao Guo <ggb11111111 at 163.com>
License:	MIT + file LICENSE
NeedsCompilation:	no
Language:	en-US
CRAN checks:	BFM results

Documentation:

Reference manual:

BFM.html , BFM.pdf

Downloads:

Package source:	BFM_0.2.11.tar.gz
Windows binaries:	r-devel: not available, r-release: not available, r-oldrel: not available
macOS binaries:	r-release (arm64): not available, r-oldrel (arm64): not available, r-release (x86_64): not available, r-oldrel (x86_64): not available

Linking:

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