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fanc: Penalized Likelihood Factor Analysis via Nonconvex Penalty

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.

Version: 2.3.11
Depends: Matrix, ellipse, tcltk
Published: 2024-01-14
Author: Kei Hirose ORCID iD [aut, cre], Michio Yamamoto [aut], Haruhisa Nagata [aut]
Maintainer: Kei Hirose <mail at keihirose.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://doi.org/10.1007/s11222-014-9458-0, https://doi.org/10.1016/j.csda.2014.05.011, https://doi.org/10.1007/s41237-016-0007-3, https://keihirose.com
NeedsCompilation: yes
CRAN checks: fanc results

Documentation:

Reference manual: fanc.pdf

Downloads:

Package source: fanc_2.3.11.tar.gz
Windows binaries: r-devel: fanc_2.3.11.zip, r-release: fanc_2.3.11.zip, r-oldrel: fanc_2.3.11.zip
macOS binaries: r-release (arm64): fanc_2.3.11.tgz, r-oldrel (arm64): fanc_2.3.11.tgz, r-release (x86_64): fanc_2.3.11.tgz, r-oldrel (x86_64): fanc_2.3.11.tgz
Old sources: fanc archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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