GulPC: Apply the GulPC method to the Laplace factor model

In LFM: Laplace Factor Model Analysis and Evaluation

Apply the GulPC method to the Laplace factor model

Description

This function performs General Unilateral Loading Principal Component (GulPC) analysis on a given data set. It calculates the estimated values for the first layer and second layer loadings, specific variances, and the mean squared errors.

Usage

GulPC(data, m)

Arguments

data	A matrix of input data.
m	is the number of first layer principal component

Value

AU1,AU2,DU3,SigmaUhat

Examples

library(LaplacesDemon)
library(MASS)
n=1000
p=10
m=5
mu=t(matrix(rep(runif(p,0,1000),n),p,n))
mu0=as.matrix(runif(m,0))
sigma0=diag(runif(m,1))
F=matrix(mvrnorm(n,mu0,sigma0),nrow=n)
A=matrix(runif(p*m,-1,1),nrow=p)
lanor <- rlaplace(n*p,0,1)
epsilon=matrix(lanor,nrow=n)
D=diag(t(epsilon)%*%epsilon)
data=mu+F%*%t(A)+epsilon
results <- GulPC(data, m)
print(results)

LFM documentation built on Dec. 6, 2025, 5:06 p.m.