fanc

MaRDI QIDQ89426CRANFDO

Authors Kei Hirose, Michio Yamamoto, Haruhisa Nagata

Last update 26 July 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 2.3.9, 0.17, 0.18, 1.0, 1.1, 1.7, 1.12, 1.13, 1.22, 1.23, 1.25, 2.0, 2.1, 2.2, 2.3.5, 2.3.11, PACKAGES.rds, 2.3.13, 2.4.0

Description

Computes the penalized maximum likelihood estimates of factor loadings and unique variances for various tuning parameters. The pathwise coordinate descent along with EM algorithm is used. This package also includes a graphical tool which outputs path diagrams, heatmaps, goodness-of-fit indices and model selection criteria for each regularization parameter (Yamamoto, M., Hirose, K. and Nagata, H., 2017 <doi:10.1007/s41237-016-0007-3>). The user can change the regularization parameter interactively with a built-in self-contained HTML viewer (no additional packages required), which is helpful to find a suitable value of regularization parameter. As a penalty, we can choose either the minimax concave penalty (Hirose, K. and Yamamoto, M., 2015 <doi:10.1007/s11222-014-9458-0>; Hirose, K. and Yamamoto, M., 2014 <doi:10.1016/j.csda.2014.05.011>) or the product-based elastic net penalty (Hirose, K. and Terada, Y., 2023 <doi:10.1007/s11336-022-09868-4>).

Cites work

• Estimation of an oblique structure via penalized likelihood factor analysis
• Graphical tool of sparse factor analysis
• Sparse and simple structure estimation via prenet penalization
• Sparse estimation via nonconcave penalized likelihood in factor analysis model

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