autoMFA: Algorithms for Automatically Fitting MFA Models

Provides methods for fitting the Mixture of Factor Analyzers (MFA) model automatically. The MFA model is a mixture model where each sub-population is assumed to follow the Factor Analysis model. The Factor Analysis (FA) model is a latent variable model which assumes that observations are normally distributed, but imposes constraints on their covariance matrix. The MFA model contains two hyperparameters; g (the number of components in the mixture) and q (the number of factors in each component Factor Analysis model). Usually, the Expectation-Maximisation algorithm would be used to fit the MFA model, but this requires g and q to be known. This package treats g and q as unknowns and provides several methods which infer these values with as little input from the user as possible.

install.packages("autoMFA")

Try the autoMFA package in your browser