chooseFacNumber | R Documentation |
This function is designed to chooose the number of factors for a generalized factor model.
chooseFacNumber(XList, types, q_set = 2: 10,
select_method = c("SVR", "IC"),offset=FALSE,
dc_eps=1e-4, maxIter=30, verbose = TRUE, parallelList=NULL)
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_set |
a positive integer vector, specify the candidates of factor number q, (optional) default as |
select_method |
a string, specify the method to choose the number of factors. Two methods are supported: the singular value ratio (SVR) and information criterion (IC) based methods, default as 'SVR'. Empirically, 'SVR' is much faster than 'IC', especially for high-dimensional large-scale data. |
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. |
dc_eps |
positive real number, specify the tolerance of varing quantity of objective function in the algorithm. Optional parameter with default as |
maxIter |
a positive integer, specify the times of iteration. Optional parameter with default as 50. |
verbose |
a logical value, specify whether ouput the information in iteration process, (optional) default as TRUE. |
parallelList |
a list with two components: (1) parallel: a logical value with TRUE or FALSE, indicates wheter to use prallel computating. Optional parameter with default as FALSE. (2)ncores: a positive integer, specify the number of cores when parallel computing is used. This argument plays its role if only |
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 <- chooseFacNumber(dat$XList, dat$types, verbose = FALSE, maxIter=2)
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