fanc
Penalized Likelihood Factor Analysis via Nonconvex Penalty
Michio Yamamoto, Haruhisa Nagata, Kei Hirose
Last update: 14 January 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
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
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 new graphical tool which outputs path diagram, goodness-of-fit indices and model selection criteria for each regularization parameter. The user can change the regularization parameter by manipulating scrollbars, which is helpful to find a suitable value of regularization parameter.
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