esaBcv: Estimate Number of Latent Factors and Factor Matrix for Factor Analysis

These functions estimate the latent factors of a given matrix, no matter it is high-dimensional or not. It tries to first estimate the number of factors using bi-cross-validation and then estimate the latent factor matrix and the noise variances. For more information about the method, see Art B. Owen and Jingshu Wang 2015 archived article on factor model (http://arxiv.org/abs/1503.03515).

Install the latest version of this package by entering the following in R:
install.packages("esaBcv")
AuthorArt B. Owen [aut], Jingshu Wang [aut, cre]
Date of publication2015-05-29 08:45:53
MaintainerJingshu Wang <wangjingshususan@gmail.com>
LicenseGPL (>= 2)
Version1.2.1

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