<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Robust Exponential Factor Analysis</dc:title>
  <dc:title>R package REFA version 0.2.0</dc:title>
  <dc:description>A robust alternative to the traditional principal component estimator is proposed within the framework of factor models, known as Robust Exponential Factor Analysis, specifically designed for the modeling of high-dimensional datasets with heavy-tailed distributions. The algorithm estimates the latent factors and the loading by minimizing the exponential squared loss function. To determine the appropriate number of factors, we propose a modified rank minimization technique, which has been shown to significantly enhance finite-sample performance. For more detail of Robust Exponential Factor Analysis, please refer to Hu et al. (2026) &lt;doi:10.1016/j.jmva.2025.105567&gt;.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0)</dc:relation>
  <dc:relation>Imports: fMultivar</dc:relation>
  <dc:creator>Jiaqi Hu &lt;hujiaqi@mail.ustc.edu.cn&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Jiaqi Hu [cre, aut],
  Xueqin Wang [aut]</dc:contributor>
  <dc:rights>GPL (&gt;= 3)</dc:rights>
  <dc:date>2025-12-07</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=REFA</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.REFA</dc:identifier>
</oai_dc:dc>
