CFM (version 0.8.0)

weighted_censored_factor_model: Weighted Censored Factor Model

Description

Implementation of weighted censored factor model with weighted PCA initialization for handling left-censored data with observation weights.

Usage

weighted_censored_factor_model(
  X,
  m,
  weights = 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

weights

Observation weights vector of length n (optional)

max_iter

Maximum number of ECM iterations (default: 100)

tol

Convergence tolerance (default: 1e-4)

nugget

Numerical stability term (default: 1e-6)