fad: Factor Analysis for Data

Compute maximum likelihood estimators of parameters in a Gaussian factor model using the the matrix-free methodology described in Dai et al. (2019) <doi:10.1080/10618600.2019.1704296>. In contrast to the factanal() function from 'stats' package, fad() can handle high-dimensional datasets where number of variables exceed the sample size and is also substantially faster than the EM algorithms.

Version: 0.2-1
Depends: R (≥ 3.0.2), methods, RSpectra (≥ 0.16-0)
Imports: Matrix (≥ 1.1-0), Rcpp (≥ 0.11.5)
LinkingTo: Rcpp
Suggests: knitr
Published: 2020-01-24
Author: Somak Dutta [aut, cre], Fan Dai [aut], Ranjan Maitra [ctb]
Maintainer: Somak Dutta <somakd at iastate.edu>
BugReports: https://github.com/somakd/fad/issues
License: GPL-3
URL: https://github.com/somakd/fad
NeedsCompilation: yes
CRAN checks: fad results


Reference manual: fad.pdf
Vignettes: fad vignette
Package source: fad_0.2-1.tar.gz
Windows binaries: r-devel: fad_0.2-1.zip, r-release: fad_0.2-1.zip, r-oldrel: fad_0.2-1.zip
macOS binaries: r-release: fad_0.2-1.tgz, r-oldrel: fad_0.2-1.tgz


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