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FactorCopulaModel (version 0.1.1)

pfactor_fa: Gaussian p-factor structure correlation matrix

Description

Gaussian p-factor structure correlation matrix with quasi-Newton

Usage

pfactor_fa(factors,start,data=1,cormat=NULL,n=100,prlevel=0,mxiter=100)

Value

a list with $nllk, $rhmat = dxp matrix of partial correlations, $loading = dxp loading matrix after varimax, $rotmat = pxp rotation matrix used by varimax

Arguments

factors

p = #factors

start

starting point should have dimension 2*d

data

nsize x d data set to compute the correlation matrix if correlation matrix (cormat) not given

cormat

dxd empirical correlation matrix

n

sample size

prlevel

print.level for nlm()

mxiter

maximum number of iterations for nlm()

Examples

Run this code
# See example in bifactor_fa()

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