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CRAN: Package pECV

pECV: Entrywise Splitting Cross-Validation for Factor Models

Implements entrywise splitting cross-validation (ECV) and its penalized variant (pECV) for selecting the number of factors in generalized factor models.

Version: 1.0.1
Depends: R (≥ 3.5.0)
Imports: stats, Rcpp (≥ 1.0.0), irlba
LinkingTo: Rcpp, RcppArmadillo
Suggests: mirtjml, testthat (≥ 3.0.0)
Published: 2025-08-28
DOI: 10.32614/CRAN.package.pECV
Author: Zhijing Wang [aut, cre]
Maintainer: Zhijing Wang <wangzhijing at sjtu.edu.cn>
BugReports: https://github.com/wangATsu/ECV/issues
License: GPL-3
URL: https://github.com/wangATsu/ECV
NeedsCompilation: yes
Language: en-US
CRAN checks: pECV results

Documentation:

Reference manual: pECV.html , pECV.pdf

Downloads:

Package source: pECV_1.0.1.tar.gz
Windows binaries: r-devel: pECV_1.0.1.zip, r-release: pECV_1.0.1.zip, r-oldrel: pECV_1.0.1.zip
macOS binaries: r-release (arm64): pECV_1.0.1.tgz, r-oldrel (arm64): pECV_1.0.1.tgz, r-release (x86_64): pECV_1.0.1.tgz, r-oldrel (x86_64): pECV_1.0.1.tgz

Linking:

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