sparvaride: Variance Identification in Sparse Factor Analysis
This is an implementation of the algorithm described in Section 3 of Hosszejni and Frühwirth-Schnatter (2026) <doi:10.1016/j.jmva.2025.105536>. The algorithm is used to verify that the counting rule CR(r,1) holds for the sparsity pattern of the transpose of a factor loading matrix. As detailed in Section 2 of the same paper, if CR(r,1) holds, then the idiosyncratic variances are generically identified. If CR(r,1) does not hold, then we do not know whether the idiosyncratic variances are identified or not.
| Version: | 1.0.0 |
| Depends: | R (≥ 4.1) |
| Imports: | Rcpp |
| LinkingTo: | RcppArmadillo, Rcpp |
| Suggests: | testthat (≥ 3.0.0), knitr, rmarkdown |
| Published: | 2025-12-13 |
| DOI: | 10.32614/CRAN.package.sparvaride |
| Author: | Darjus Hosszejni 
[aut, cre],
Sylvia Frühwirth-Schnatter
[ths] |
| Maintainer: | Darjus Hosszejni <darjus.hosszejni at wu.ac.at> |
| BugReports: | https://github.com/hdarjus/sparvaride/issues |
| License: | GPL (≥ 3) |
| URL: | https://hdarjus.github.io/sparvaride/ |
| NeedsCompilation: | yes |
| Citation: | sparvaride citation info |
| Materials: | README |
| CRAN checks: | sparvaride results |
Documentation:
| Reference manual: | sparvaride.html , sparvaride.pdf |
| Vignettes: |
short_intro (source, R code) |
Downloads:
| Package source: | sparvaride_1.0.0.tar.gz |
| Windows binaries: | r-devel: sparvaride_1.0.0.zip, r-release: sparvaride_1.0.0.zip, r-oldrel: sparvaride_1.0.0.zip |
| macOS binaries: | r-release (arm64): sparvaride_1.0.0.tgz, r-oldrel (arm64): sparvaride_1.0.0.tgz, r-release (x86_64): sparvaride_1.0.0.tgz, r-oldrel (x86_64): sparvaride_1.0.0.tgz |
| Old sources: | sparvaride archive |
Linking:
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