Description Usage Arguments Value References Examples
An implementation of the Adaptive Mixture of Factor Analyzers (AMoFA) algorithm from \insertCitekaya2015adaptiveautoMFA. This code is a R port of the MATLAB code which was included with that paper.
1 |
data |
An n by p data matrix, where n is the number of observations and p is the number of dimensions of the data. |
itmax |
The maximum number of EM iterations allowed for the estimation of each MFA model. |
verbose |
Boolean indicating whether or not to print more verbose output, including the number of EM-iterations used and the total running time. Default is FALSE. |
varimax |
Boolean indicating whether the output factor loading matrices should be constrained using varimax rotation or not. |
A list containing the following elements:
model
: A list specifying the final MFA model. This contains:
B
: A list containing the factor loading matrices for each component.
D
: A p by p by g array of error variance matrices.
mu
: A p by g array containing the mean of each cluster.
pivec
: A 1 by g vector containing the mixing
proportions for each FA in the mixture.
numFactors
: A 1 by g vector containing the number of factors for each FA.
clustering
: A list specifying the clustering produced by the final model. This contains:
responsibilities
: A n by g matrix containing the probability
that each point belongs to each FA in the mixture.
allocations
: A n by 1 matrix containing which
FA in the mixture each point is assigned to based on the responsibilities.
diagnostics
: A list containing various pieces of information related to the fitting process of the algorithm. This contains:
bic
: The BIC of the final model.
logL
: The log-likelihood of the final model.
totalEM
: The total number of EM iterations used.
progress
: A matrix containing information about the decisions
made by the algorithm.
times
: The time taken for each loop in the algorithm.
totalTime
: The total time taken to fit the final model.
kaya2015adaptiveautoMFA
1 2 | RNGversion('4.0.3'); set.seed(3)
MFA.fit <- amofa(autoMFA::MFA_testdata)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.