AMFA: Automated Mixtures of Factor Analyzers

Description Usage Arguments Value References Examples

View source: R/AMFA.fit.R

Description

An implementation of AMFA algorithm from \insertCiteWangWan-Lun2020AlomautoMFA. The number of factors, q, is estimated during the fitting process of each MFA model. The best value of g is chosen as the model with the minimum BIC of all candidate models in the range gmin <= g <= gmax.

Usage

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AMFA(
  Y,
  gmin = 1,
  gmax = 10,
  eta = 0.005,
  itmax = 500,
  nkmeans = 5,
  nrandom = 5,
  tol = 1e-05,
  conv_measure = "diff",
  varimax = FALSE
)

Arguments

Y

An n by p data matrix, where n is the number of observations and p is the number of dimensions of the data.

gmin

The smallest number of components for which an MFA model will be fitted.

gmax

The largest number of components for which an MFA model will be fitted.

eta

The smallest possible entry in any of the error matrices D_i \insertCiteJian-HuaZhao2008FMEfautoMFA.

itmax

The maximum number of ECM iterations allowed for the estimation of each MFA model.

nkmeans

The number of times the k-means algorithm will be used to initialise models for each combination of g and q.

nrandom

The number of randomly initialised models that will be used for each combination of g and q.

tol

The ECM algorithm terminates if the measure of convergence falls below this value.

conv_measure

The convergence criterion of the ECM algorithm. The default 'diff' stops the ECM iterations if |l^(k+1) - l^(k)| < tol where l^(k) is the log-likelihood at the kth ECM iteration. If 'ratio', then the convergence of the ECM iterations is measured using |(l^(k+1) - l^(k))/l^(k+1)|.

varimax

Boolean indicating whether the output factor loading matrices should be constrained using varimax rotation or not.

Value

A list containing the following elements:

References

\insertRef

WangWan-Lun2020AlomautoMFA

\insertRef

Jian-HuaZhao2008FMEfautoMFA

Examples

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RNGversion('4.0.3'); set.seed(3)
MFA.fit <- AMFA(autoMFA::MFA_testdata,3,3, nkmeans = 3, nrandom = 3, itmax = 100)

autoMFA documentation built on Aug. 10, 2021, 5:07 p.m.