Identify Loading Vectors under Sparsity in Factor Models


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Documentation for package ‘l1rotation’ version 1.0.1

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example_data Example data with two factors from the replication files of Freyaldenhoven (2025).
find_local_factors Find the rotation of the loading matrix with the smallest l1-norm, as in 'local_factors()', with additional flexibility.
local_factors Check whether local factors are present and find the rotation of the loading matrix with the smallest l1-norm.
test_local_factors Test for the presence of local factors, as in 'local_factors()', with additional flexibility.