This functions give us the loadings from a "fanc" object for fixed value of gamma.
out(x, rho, gamma, scores=FALSE, df.method="active")
factor loadings
unique variances
factor correlation
factor scores
degrees of freedom (number of non-zero parameters for the lasso estimation)
values of AIC, BIC and CAIC
values of GFI and AGFI
a value of rho
a value of gamma
Fitted "fanc"
model object.
The value of gamma.
The value of rho.
Logical flag for outputting the factor scores. Defalut is FALSE.
Two types of degrees of freedom are supported. If "reparametrization"
, the degrees of freedom of the MC+ are reparametrized based on the degrees of freedom of the lasso. If "active"
, the degrees of freedom of are the number of nonzero parameters.
Kei Hirose
mail@keihirose.com
Hirose, K. and Yamamoto, M. (2014).
Sparse estimation via nonconcave penalized likelihood in a factor analysis model,
Statistics and Computing, in press
fanc
and plot.fanc
objects.