fa.em {cate} | R Documentation |
Factor analysis via EM algorithm to maximize likelihood
Description
Factor analysis via EM algorithm to maximize likelihood
Usage
fa.em(Y, r, tol = 1e-06, maxiter = 1000)
Arguments
Y |
data matrix, a n*p matrix |
r |
number of factors |
tol |
a tolerance scale of change of log-likelihood for convergence in the EM iterations |
maxiter |
maximum iterations |
References
Bai, J. and Li, K. (2012). Statistical analysis of factor models of high dimension. The Annals of Statistics 40, 436-465.
See Also
factor.analysis
for the main function.
[Package cate version 1.1.1 Index]