DSFM (version 1.0.1)

DFanPC: Distributed Fan Principal Component Analysis

Description

This function performs distributed Fan-type principal component analysis on a numeric dataset split across multiple nodes.

Usage

DFanPC(data, m, n1, K)

Value

A list with the following components:

AF

List of estimated loading matrices for each node.

DF

List of diagonal residual variance matrices for each node.

SigmahatF

List of covariance matrices for each node.

Arguments

data

A numeric matrix containing the total dataset.

m

An integer specifying the number of principal components.

n1

An integer specifying the length of each data subset.

K

An integer specifying the number of nodes.

Examples

set.seed(123)
data <- matrix(rnorm(500), nrow = 100, ncol = 5)
DFanPC(data = data, m = 3, n1 = 20, K = 5)