Factor Analysis for Data

Compute maximum likelihood estimators of parameters in a Gaussian factor model using the the matrix-free methodology described in Dai et al. (2020) . In contrast to the factanal() function from 'stats' package, fad() can handle high-dimensional datasets where number of variables exceed the sample size and is also substantially faster than the EM algorithms.


Reference manual

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0.3-3 by Somak Dutta, a year ago


Report a bug at https://github.com/somakd/fad/issues

Browse source code at https://github.com/cran/fad

Authors: Somak Dutta [aut, cre] , Fan Dai [aut] , Ranjan Maitra [ctb]

Documentation:   PDF Manual  

GPL-3 license

Imports Matrix, Rcpp

Depends on methods, RSpectra

Suggests knitr

Linking to Rcpp, RSpectra, RcppEigen

See at CRAN