fanc: Penalized Likelihood Factor Analysis via Nonconvex Penalty

An R package "fanc" computes the penalized maximum likelihood estimates of factor loadings and unique variances for various tuning parameters. The pathwise coordinate descent along with EM algorithm is used. This package also includes a new graphical tool which outputs path diagram, goodness-of-fit indices and model selection criteria for each regularization parameter. The user can change the regularization parameter by manipulating scrollbars, which is helpful to find a suitable value of regularization parameter.

Version: 1.25
Depends: Matrix
Suggests: RGtk2, tcltk, matlab
Published: 2015-09-16
Author: Kei Hirose, Michio Yamamoto, Haruhisa Nagata
Maintainer: Kei Hirose <mail at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: fanc results


Reference manual: fanc.pdf
Package source: fanc_1.25.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X Snow Leopard binaries: r-release: fanc_1.23.tgz, r-oldrel: fanc_1.23.tgz
OS X Mavericks binaries: r-release: fanc_1.25.tgz
Old sources: fanc archive