SAPC: Apply the SAPC method to the Laplace factor model

In LFM: Laplace Factor Model Analysis and Evaluation

Apply the SAPC method to the Laplace factor model

Description

This function calculates several metrics for the SAPC method, including the estimated factor loadings and uniquenesses, and various error metrics comparing the estimated matrices with the true matrices.

Usage

SAPC(data, m, eta)

Arguments

data	The data used in the SAPC analysis.
m	is the number of principal component
eta	is the proportion of online data to total data

Value

Asa,Dsa

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 <- SAPC(data, m, eta=0.1)
print(results)

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