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).

Author
Art B. Owen [aut], Jingshu Wang [aut, cre]
Date of publication
2015-05-29 08:45:53
Maintainer
Jingshu Wang <wangjingshususan@gmail.com>
License
GPL (>= 2)
Version
1.2.1

View on CRAN

Man pages

ESA
Estimate Latent Factor Matrix With Known Number of Factors
EsaBcv
Estimate Latent Factor Matrix
esaBcv_package
esaBcv
plot.esabcv
Plot Bi-cross-validation(BCV) Errors
simdat
Example Dataset

Files in this package

esaBcv
esaBcv/NAMESPACE
esaBcv/data
esaBcv/data/datalist
esaBcv/data/simdat.rda
esaBcv/R
esaBcv/R/plot_esaBcv.R
esaBcv/R/ESA_BCV.R
esaBcv/R/simdat.R
esaBcv/R/esaBcv-package.R
esaBcv/MD5
esaBcv/DESCRIPTION
esaBcv/man
esaBcv/man/esaBcv_package.Rd
esaBcv/man/EsaBcv.Rd
esaBcv/man/simdat.Rd
esaBcv/man/plot.esabcv.Rd
esaBcv/man/ESA.Rd