factorlasso
Sparse multi-output factor-model estimation with sign constraints, prior-centered shrinkage, data-driven grouped penalties, and consistent factor covariance assembly
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Activity
- Latest release
- 1w ago
- Total releases
- 50
- Cadence
- ~daily
- Last 12 months
- 50
Reach
- Stars
- 27
Details
- License
- unknown
- First release
- Mar 22, 2026
Releases
| Version | Released | |
|---|---|---|
0.18.1
patch
| ||
0.18.0
minor
| ||
0.17.0
minor
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0.16.0
minor
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0.15.0
minor
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0.14.0
minor
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0.13.0
minor
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0.12.0
minor
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0.11.0
minor
| ||
0.10.1
patch
| ||
0.10.0
minor
| ||
0.9.0
minor
| ||
0.8.0
minor
| ||
0.7.2
patch
| ||
0.7.1
patch
| ||
0.7.0
minor
| ||
0.5.5
patch
| ||
0.5.4
patch
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0.5.3
patch
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0.5.2
patch
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0.5.1
patch
| ||
0.5.0
minor
| ||
0.4.2
patch
| ||
0.4.1
patch
| ||
0.4.0
minor
| ||
0.3.11
patch
| ||
0.3.10
patch
| ||
0.3.9
patch
| ||
0.3.8
patch
| ||
0.3.7
patch
| ||
0.3.6
patch
| ||
0.3.5
patch
| ||
0.3.4
patch
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0.3.3
patch
| ||
0.3.2
patch
| ||
0.3.1
patch
| ||
0.3.0
minor
| ||
0.2.2
patch
| ||
0.2.1
minor
| ||
0.1.12
patch
| ||
0.1.11
patch
| ||
0.1.10
patch
| ||
0.1.9
patch
| ||
0.1.8
patch
| ||
0.1.7
patch
| ||
0.1.6
patch
| ||
0.1.5
patch
| ||
0.1.3
patch
| ||
0.1.2
patch
| ||
0.1.0
initial
|