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.
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