fanc (Q89426)
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Penalized Likelihood Factor Analysis via Nonconvex Penalty
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | fanc |
Penalized Likelihood Factor Analysis via Nonconvex Penalty |
Statements
expanded from: GPL (≥ 2) (English)
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Michio Yamamoto
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Haruhisa Nagata
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26 July 2026
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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>).
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