Ledermann: Ledermann Bound

In IMIFA: Infinite Mixtures of Infinite Factor Analysers and Related Models

Ledermann Bound

Description

Returns the maximum number of latent factors in a factor analysis model for data of dimension P which actually achieves dimension reduction in terms of the number of covariance parameters. This Ledermann bound is given by the largest integer smaller than or equal to the solution k of (M - k)^2 >= M + k.

Usage

Ledermann(P,
          isotropic = FALSE)

Arguments

P	Integer number of variables in data set. This argument is vectorised.
isotropic	Logical indicating whether uniquenesses are constrained to be isotropic, in which case the bound is simply P-1. Defaults to FALSE.

Value

The Ledermann bound, a non-negative integer, or a vector of length(P) such bounds.

Examples

Ledermann(c(25, 50, 100))

data(olive)
Ledermann(ncol(olive[,-c(1,2)]))

IMIFA documentation built on Dec. 28, 2022, 1:58 a.m.