Estimate Number of Latent Factors and Factor Matrix for Factor Analysis

These functions estimate the latent factors of a given matrix, no matter it is high-dimensional or not. It tries to first estimate the number of factors using bi-cross-validation and then estimate the latent factor matrix and the noise variances. For more information about the method, see Art B. Owen and Jingshu Wang 2015 archived article on factor model (


Reference manual

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1.2.1 by Jingshu Wang, 6 years ago

Browse source code at

Authors: Art B. Owen [aut] , Jingshu Wang [aut, cre]

Documentation:   PDF Manual  

Task views: Psychometric Models and Methods

GPL (>= 2) license

Imports corpcor, svd

Suggests MASS

Imported by cate.

See at CRAN