Update W and P used in the iteration process in the EMFA algorithm.
updateFA(
y,
wStart,
pStart,
wNew,
pNew,
m0,
hetVar = FALSE,
maxDiag = 10000,
tolerance = 1e-04,
maxIter = 100L,
printProgress = FALSE
)An n x p matrix or data.frame.
A p x p matrix or data.frame containing starting values for W.
A p x p matrix or data.frame containing starting values for P.
An integer. The order of the model.
Should an extra diagonal part be added in the model for the precision matrix?
A numerical value for the maximum value of the diagonal of P.
A numerical value. The iterating process stops if the sum of the difference for P and W between two steps gets lower than this value.
A numerical value for the maximum number of iterations.
Should progress be printed during iterations?