{"id":26211558,"url":"https://github.com/hdarjus/sparvaride-matlab","last_synced_at":"2026-05-15T16:35:06.421Z","repository":{"id":96955670,"uuid":"608508750","full_name":"hdarjus/sparvaride-matlab","owner":"hdarjus","description":"Matlab Implementation of Algorithms for Sparse Factor Analyses","archived":false,"fork":false,"pushed_at":"2025-12-13T15:54:33.000Z","size":32,"stargazers_count":0,"open_issues_count":0,"forks_count":1,"subscribers_count":1,"default_branch":"main","last_synced_at":"2025-12-27T01:59:24.854Z","etag":null,"topics":["econometrics","factor-analysis","latent-factors","matlab","parameter-identification"],"latest_commit_sha":null,"homepage":"","language":"MATLAB","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"gpl-3.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/hdarjus.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null,"notice":null,"maintainers":null,"copyright":null,"agents":null,"dco":null,"cla":null}},"created_at":"2023-03-02T06:50:34.000Z","updated_at":"2025-12-13T15:54:34.000Z","dependencies_parsed_at":null,"dependency_job_id":"8a6ca4b2-f8c0-473c-ba74-3c629f16dc18","html_url":"https://github.com/hdarjus/sparvaride-matlab","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/hdarjus/sparvaride-matlab","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/hdarjus%2Fsparvaride-matlab","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/hdarjus%2Fsparvaride-matlab/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/hdarjus%2Fsparvaride-matlab/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/hdarjus%2Fsparvaride-matlab/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/hdarjus","download_url":"https://codeload.github.com/hdarjus/sparvaride-matlab/tar.gz/refs/heads/main","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/hdarjus%2Fsparvaride-matlab/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":33072600,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-05-15T11:35:32.926Z","status":"ssl_error","status_checked_at":"2026-05-15T11:35:31.362Z","response_time":103,"last_error":"SSL_connect returned=1 errno=0 peeraddr=140.82.121.5:443 state=error: unexpected eof while reading","robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":false,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["econometrics","factor-analysis","latent-factors","matlab","parameter-identification"],"created_at":"2025-03-12T08:28:19.555Z","updated_at":"2026-05-15T16:35:06.415Z","avatar_url":"https://github.com/hdarjus.png","language":"MATLAB","funding_links":[],"categories":[],"sub_categories":[],"readme":"# Software package `sparvaride-matlab`\n\nMatlab implementation of the main algorithm of the R package [`sparvaride`](hdarjus.github.io/sparvaride/) plus two utilitites for the generalized lower triangular (GLT) framework in our [paper published in Econometrics](https://doi.org/10.3390/econometrics11040026) by Sylvia Frühwirth-Schnatter, Darjus Hosszejni, and Hedibert Freitas Lopes.\n\nThe R package `sparvaride` implements the variance identification algorithm for sparse\nfactor analysis described in the paper \"Cover It Up\\! Bipartite Graphs\nUncover Identifiability in Sparse Factor Analysis\" by Darjus Hosszejni\nand Sylvia Frühwirth-Schnatter, published in Journal of Multivariate Analysis\n(2026). https://doi.org/10.1016/j.jmva.2025.105536\n\n## Functionality\n\nThere are three functions and two further Matlab files in this repository.\n\n- `to_glt` rotates the input into GLT representation\n  - a Matlab-default numeric tolerance is applied\n  - this function is for *continuous* factor loadings matrices\n  - the transpose of the factor loadings matrix is the input\n  - further info in Section 3.3 of our [paper published in Econometrics](https://doi.org/10.3390/econometrics11040026)\n- `is_identified_indicator` verifies the counting rule for the *sparsity pattern* of a factor loadings matrix\n  - there is no numeric error involved in this algorithm\n  - the sparsity pattern of the transpose of the factor loadings matrix is the input\n  - further info in our [paper](https://doi.org/10.1016/j.jmva.2025.105536), which is about what this algorithm is and why it works\n- `is_identified` is the sequence of `to_glt` and `is_identified_indicator` on the sparsity pattern of the resulting GLT structure\n\n## How to use\n\nYou need to have Matlab on your computer first; I tested it with Matlab R2021b.\nThen, you have to download the `.m` files of this repository onto your computer and put them into your Matlab's working directory.\nSee `tests.m` in this repository for code examples.\nExecute `run_tests.m` to run the unit tests.\n\n## Citation\n\nPlease cite our papers if you use the code.\n\n### Relevant paper for citing the `is_identified` function:\n\n\u003cblockquote\u003eDarjus Hosszejni and Sylvia Frühwirth-Schnatter (2026). \"Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis.\" Journal of Multivariate Analysis, 211, 105536. https://doi.org/10.1016/j.jmva.2025.105536\u003c/blockquote\u003e\n\nA BibTeX entry for LaTeX users is\n\n    @article{,\n      title = {Cover It Up! {Bipartite} Graphs Uncover Identifiability in Sparse Factor Analysis},\n      author = {Darjus Hosszejni and Sylvia Fr\\\"uhwirth-Schnatter},\n      journal = {Journal of Multivariate Analysis},\n      volume = {211},\n      pages = {105536},\n      year = {2026},\n      issn = {0047-259X},\n      doi = {10.1016/j.jmva.2025.105536},\n      url = {https://doi.org/10.1016/j.jmva.2025.105536}\n    }\n\n### Relevant paper for citing the `to_glt` function:\n\n\u003cblockquote\u003eSylvia Frühwirth-Schnatter, Darjus Hosszejni, and Hedibert Freitas Lopes (2023). \"When It Counts—Econometric Identification of the Basic Factor Model Based on GLT Structures.\" Econometrics 11(4), 26. https://doi.org/10.3390/econometrics11040026\u003c/blockquote\u003e\n\nA BibTex entry for LaTeX users is\n\n    @article{,\n      title = {When It Counts—{Econometric} Identification of the Basic Factor Model Based on {GLT} Structures},\n      author = {Sylvia Fr\\\"uhwirth-Schnatter and Darjus Hosszejni and Hedibert Freitas Lopes},\n      journal = {Econometrics},\n      volume = {11},\n      number = {4},\n      pages = {26},\n      year = {2023},\n      doi = {10.3390/econometrics11040026},\n      url = {https://doi.org/10.3390/econometrics11040026}\n    }\n\n## Issues\n\nIf you do not like these references or you have other questions, open a ticket here in the [Issue tracker](https://github.com/hdarjus/sparvaride-matlab/issues).\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fhdarjus%2Fsparvaride-matlab","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fhdarjus%2Fsparvaride-matlab","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fhdarjus%2Fsparvaride-matlab/lists"}