A method for factor retention using a pre-trained Long Short Term Memory (LSTM) Network, which is originally developed by Hochreiter and Schmidhuber (1997) <doi:10.1162/neco.1997.9.8.1735>, is provided. The sample size of the dataset used to train the LSTM model is 1,000,000. Each sample is a batch of simulated response data with a specific latent factor structure. The eigenvalues of these response data will be used as sequential data to train the LSTM. The pre-trained LSTM is capable of factor retention for real response data with a true latent factor number ranging from 1 to 10, that is, determining the number of factors.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.3.0) |
| Imports: | reticulate, EFAfactors |
| Published: | 2025-07-07 |
| DOI: | 10.32614/CRAN.package.LSTMfactors |
| Author: | Haijiang Qin |
| Maintainer: | Haijiang Qin <haijiang133 at outlook.com> |
| License: | GPL-3 |
| URL: | https://haijiangqin.com/LSTMfactors/ |
| NeedsCompilation: | yes |
| Materials: | NEWS |
| CRAN checks: | LSTMfactors results |
| Reference manual: | LSTMfactors.html , LSTMfactors.pdf |
| Package source: | LSTMfactors_1.0.0.tar.gz |
| Windows binaries: | r-devel: LSTMfactors_1.0.0.zip, r-release: LSTMfactors_1.0.0.zip, r-oldrel: LSTMfactors_1.0.0.zip |
| macOS binaries: | r-release (arm64): LSTMfactors_1.0.0.tgz, r-oldrel (arm64): LSTMfactors_1.0.0.tgz, r-release (x86_64): LSTMfactors_1.0.0.tgz, r-oldrel (x86_64): LSTMfactors_1.0.0.tgz |
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