updateFA | R Documentation |
Update W and P used in the iteration process in the EMFA algorithm.
updateFA(
y,
wStart,
pStart,
wNew,
pNew,
m0,
hetVar = FALSE,
maxDiag = 10000,
tolerance = 1e-04,
maxIter = 100L,
printProgress = FALSE
)
y |
An n x p matrix or data.frame. |
wStart |
A p x p matrix or data.frame containing starting values for W. |
pStart |
A p x p matrix or data.frame containing starting values for P. |
m0 |
An integer. The order of the model. |
hetVar |
Should an extra diagonal part be added in the model for the precision matrix? |
maxDiag |
A numerical value for the maximum value of the diagonal of P. |
tolerance |
A numerical value. The iterating process stops if the sum of the difference for P and W between two steps gets lower than this value. |
maxIter |
A numerical value for the maximum number of iterations. |
printProgress |
Should progress be printed during iterations? |
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