factanal2nllk: negative log-likelihood via factor analysis

In YafeiXu/CopulaModel: CopulaModel: Dependence Modeling with Copulas

Description

negative log-likelihood via factanal, assuming data are standardized

Usage

factanal2nllk(rmat,mxfactor,n,iprint=F)

Arguments

rmat	correlation matrix of data
mxfactor	maximum number of factors
n	sample size
iprint	print flag for intermediate results

Value

vector of length mxfactor with the negative log-likelihoods for factor models with 1,...,mxfactor factors

See Also

factanal.bi

Examples

data(euro07gf);
zdat=euro07gf$zscore # 239 x 7
rr=cor(zdat)
n=nrow(zdat)
out=factanal2nllk(rr,3,n,iprint=TRUE)

YafeiXu/CopulaModel documentation built on May 9, 2019, 11:07 p.m.