OverGFMchooseFacNumber {GFM} | R Documentation |
Choose the Number of factors for Overdispersed Generalized Factor Models
Description
This function is designed to chooose the number of factors for the overdispersed generalized factor model by using the singular value ratio (SVR) based method.
Usage
OverGFMchooseFacNumber(XList, types, q_max=15,offset=FALSE, epsELBO=1e-4, maxIter=30,
verbose = TRUE, threshold= 1e-2)
Arguments
XList |
a list consisting of matrices with the same rows n, and different columns (p1,p2, ..., p_d),observational mixed data matrix list, d is the types of variables, p_j is the dimension of varibles with the j-th type. |
types |
a d-dimensional character vector, specify the type of variables. For example, |
q_max |
a positive integer, specify the upper bound of the number of factors, defualt as 15. |
offset |
a logical value, whether add an offset term (the total counts for each row in the count component of XList) when there are Poisson variables. |
epsELBO |
a positive real, specify the relative tolerance of ELBO function in the algorithm. Optional parameter with default as |
maxIter |
a positive integer, specify the times of iteration. Optional parameter with default as 30. |
verbose |
a logical value with TRUE or FALSE, specify whether ouput the information in iteration process, (optional) default as TRUE. |
threshold |
a postive real, the threshold that is used to filter the small singular values in the SVR criterion. |
Value
return an integer value, the estimated number of factors.
Note
nothing
Author(s)
Liu Wei
See Also
nothing
Examples
## mix of normal and Poisson
dat <- gendata(seed=1, n=60, p=60, type='norm_pois', q=2, rho=2)
## we set maxIter=2 for example.
hq <- OverGFMchooseFacNumber(dat$XList, dat$types, verbose = FALSE, maxIter=2)