OverGFMchooseFacNumber | R Documentation |
This function is designed to chooose the number of factors for the overdispersed generalized factor model by using the singular value ratio (SVR) based method.
OverGFMchooseFacNumber(XList, types, q_max=15,offset=FALSE, epsELBO=1e-4, maxIter=30,
verbose = TRUE, threshold= 1e-2)
XList |
a list consisting of matrices with the same rows n, and different columns (p1,p2, ..., p_d),observational mixed data matrix list, d is the types of variables, p_j is the dimension of varibles with the j-th type. |
types |
a d-dimensional character vector, specify the type of variables. For example, |
q_max |
a positive integer, specify the upper bound of the number of factors, defualt as 15. |
offset |
a logical value, whether add an offset term (the total counts for each row in the count component of XList) when there are Poisson variables. |
epsELBO |
a positive real, specify the relative tolerance of ELBO function in the algorithm. Optional parameter with default as |
maxIter |
a positive integer, specify the times of iteration. Optional parameter with default as 30. |
verbose |
a logical value with TRUE or FALSE, specify whether ouput the information in iteration process, (optional) default as TRUE. |
threshold |
a postive real, the threshold that is used to filter the small singular values in the SVR criterion. |
return an integer value, the estimated number of factors.
nothing
Liu Wei
nothing
## mix of normal and Poisson
dat <- gendata(seed=1, n=60, p=60, type='norm_pois', q=2, rho=2)
## we set maxIter=2 for example.
hq <- OverGFMchooseFacNumber(dat$XList, dat$types, verbose = FALSE, maxIter=2)
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