esaBcv_package | R Documentation |
The esaBcv package provides functions to 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 using an Early-stopping-alternation method. The method is proposed by Art B. Owen and Jingshu Wang (2015).
Maintainer: Jingshu Wang <wangjingshususan@gmail.com>
Owen and Wang (2015) Bi-cross-validation for factor analysis, http://arxiv.org/abs/1503.03515
## Not run: data(simdat) result <- EsaBcv(simdat$Y) plot(result) ## End(Not run)
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