transGFM - Transfer Learning for Generalized Factor Models
Transfer learning for generalized factor models with
support for continuous, count (Poisson), and binary data types.
The package provides functions for single and multiple source
transfer learning, source detection to identify positive and
negative transfer sources, factor decomposition using Maximum
Likelihood Estimation (MLE), and information criteria ('IC1'
and 'IC2') for rank selection. The methods are particularly
useful for high-dimensional data analysis where auxiliary
information from related source datasets can improve estimation
efficiency in the target domain.