penmat

An object of class <code><a href="/link/?package=penfa&version=0.1.1" penfa'="" data-mini-rdoc="penfa::"></a>'>penfa</code>, that is, a
fitted penalized factor model.

Character denoting the type of penalization. Type equal to
<code>"full"</code> returns the complete penalty matrix; <code>type="shrink"</code>
returns the penalty matrix for shrinkage; <code>type="diff"</code>
the penalty matrix for parameter equivalence. The matrix
returned by <code>type="full"</code> is the sum of all the <code>shrink</code> and
<code>diff</code> penalty sub-matrices.

type

Character prompting the extraction of the penalty matrix
component corresponding to the specified model matrix. It is only valid
when <code>type="shrink"</code> or <code>type="diff"</code>. Possible values are
<code>"lambda"</code>, <code>"psi"</code>, <code>"phi"</code>, <code>"tau"</code>, <code>"kappa"</code>
and <code>"none"</code>. Only the model matrices penalized during model fitting
(i.e., in the <code>penfa</code> call) can appear in the <code>which</code> argument.

which

A utility that extracts the estimated penalty matrix from a
fitted object of class <code>penfa</code>.

Fits single- and multiple-group penalized factor analysis models
via a trust-region algorithm with integrated automatic multiple tuning
parameter selection (Geminiani et al., 2021 <doi:10.1007/s11336-021-09751-8>).
Available penalties include lasso, adaptive lasso, scad, mcp, and ridge.

Elena Geminiani

penfa

Single- And Multiple-Group Penalized Factor Analysis

Giampiero Marra

Irini Moustaki

penmat function

An object of class <code><a href='<a href='penfa'></a>'>penfa</a></code>, that is, a
fitted penalized factor model.

penmat: Extract estimated penalty matrix

Description

Usage

Arguments

Value

See Also