tcv: Determining the Number of Factors in Poisson Factor Models via Thinning Cross-Validation (original) (raw)

Implements methods for selecting the number of factors in Poisson factor models, with a primary focus on Thinning Cross-Validation (TCV). The TCV method is based on the 'data thinning' technique, which probabilistically partitions each count observation into training and test sets while preserving the underlying factor structure. The Poisson factor model is then fit on the training set, and model selection is performed by comparing predictive performance on the test set. This toolkit is designed for researchers working with high-dimensional count data in fields such as genomics, text mining, and social sciences. The data thinning methodology is detailed in Dharamshi et al. (2025) <doi:10.1080/01621459.2024.2353948> and Wang et al. (2025) <doi:10.1080/01621459.2025.2546577>.

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