CFM (version 0.8.0)

censored_kernel_factor_model: Kernel Censored Factor Model

Description

Implementation of kernel-based censored factor model using kernel PCA initialization for nonlinear factor analysis with censored data.

Usage

censored_kernel_factor_model(
  X,
  m,
  kernel_type = "rbf",
  gamma = NULL,
  max_iter = 100,
  tol = 1e-04,
  nugget = 1e-06
)

Value

A list containing model results

Arguments

X

Data matrix (n x p)

m

Number of factors

kernel_type

Kernel type: "rbf" or "linear" (default: "rbf")

gamma

Gamma parameter for RBF kernel (default: 1/p)

max_iter

Maximum number of ECM iterations (default: 100)

tol

Convergence tolerance (default: 1e-4)

nugget

Numerical stability term (default: 1e-6)