computeScores: Compute Factor Scores
In robustfa: Object Oriented Solution for Robust Factor Analysis

computeScores

R Documentation

Compute Factor Scores

Description

Compute factor scores on the result of factor analysis method, the method is one of "mle", "pca", and "pfa".

Usage

computeScores(out, x = data, covmat = covmat, cor = cor, scoresMethod = scoresMethod)

Arguments

`out`	The result of factorScorePca(), factorScorePfa(), or factanal(). It is a list.
`x`	A numeric matrix.
`covmat`	A list with components: cov, center, and n.obs.
`cor`	A logical value indicating whether the calculation should use the covariance matrix (`cor = FALSE`) or the correlation matrix (`cor = TRUE`).
`scoresMethod`	Type of scores to produce, if any. The default is `"none"`, `"regression"` gives Thompson's scores, `"Bartlett"` gives Bartlett's weighted least-squares scores.

Value

The output is a list. Except for the components of out, it also has components:

`scoringCoef`	The scoring coefficients.
`scores`	The matrix of scores.
`meanF`	The sample mean of the scores.
`corF`	The sample correlation matrix of the scores.
`eigenvalues`	The eigenvalues of the running matrix.
`covariance`	The covariance matrix.
`correlation`	The correlation matrix.
`usedMatrix`	The used matrix (running matrix) to compute `scoringCoef` etc..
`reducedCorrelation`	NULL. The reduced correlation matrix, reducedCorrelation is calculated in factorScorePfa.R.

scoringCoef = F = meanF = corF = NULL if scoresMethod = "none".

Author(s)

Ying-Ying Zhang (Robert) robertzhangyying@qq.com

References

Zhang, Y. Y. (2013), An Object Oriented Solution for Robust Factor Analysis.

Examples

data("stock611")
stock604 = stock611[-c(92,2,337,338,379,539,79), ]
data = as.matrix(stock604[, 3:12])

factors = 2
cor = TRUE
scoresMethod = "regression" 

covx = rrcov::Cov(data)
covmat = list(cov = rrcov::getCov(covx), center = rrcov::getCenter(covx), n.obs = covx@n.obs)

out = stats::factanal(factors = factors, covmat = covmat)

out = computeScores(out, x = data, covmat = covmat, cor = cor, scoresMethod = scoresMethod)
out

robustfa documentation built on April 16, 2023, 5:18 p.m.