factanal2nllk: negative log-likelihood via factor analysis

In vincenzocoia/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)

vincenzocoia/CopulaModel documentation built on Oct. 27, 2021, 6:41 a.m.