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fad: 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) <doi:10.1080/10618600.2019.1704296>. 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.

Version: 0.9-1
Depends: R (≥ 3.0.2), methods, RSpectra (≥ 0.16-1)
Imports: Matrix (≥ 1.1-0), Rcpp (≥ 0.11.5)
LinkingTo: Rcpp, RSpectra, RcppEigen
Suggests: knitr
Published: 2022-05-01
DOI: 10.32614/CRAN.package.fad
Author: Somak Dutta [aut, cre], Fan Dai [aut], Ranjan Maitra [ctb]
Maintainer: Somak Dutta <somakd at iastate.edu>
BugReports: https://github.com/somakd/fad/issues
License: GPL-3
URL: https://github.com/somakd/fad
NeedsCompilation: yes
CRAN checks: fad results

Documentation:

Reference manual: fad.pdf
Vignettes: fad vignette

Downloads:

Package source: fad_0.9-1.tar.gz
Windows binaries: r-devel: fad_0.9-1.zip, r-release: fad_0.9-1.zip, r-oldrel: fad_0.9-1.zip
macOS binaries: r-release (arm64): fad_0.9-1.tgz, r-oldrel (arm64): fad_0.9-1.tgz, r-release (x86_64): fad_0.9-1.tgz, r-oldrel (x86_64): fad_0.9-1.tgz
Old sources: fad 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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