R package ClustVarLV. Functions for the clustering of variables around Latent Variables. Each cluster of variables, which may be defined as a local or directional cluster, is associated with a latent variable. External variables measured on the same observations or/and additional information on the variables can be taken into account. A ”noise” cluster or sparse latent variables can also de defined.

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  1. Gero Szepannek: An Overview on the Landscape of R Packages for Credit Scoring (2020) arXiv