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: 1.13
Depends: Matrix
Suggests: RGtk2
Published: 2013-08-06
Author: Kei Hirose, Michio Yamamoto
Maintainer: Kei Hirose <mail at keihirose.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: http://arxiv.org/abs/1205.5868, http://arxiv.org/abs/1302.5475, http://www.keihirose.com
NeedsCompilation: yes
CRAN checks: fanc results

Downloads:

Reference manual: fanc.pdf
Package source: fanc_1.13.tar.gz
Windows binaries: r-devel: fanc_1.13.zip, r-release: fanc_1.13.zip, r-oldrel: fanc_1.13.zip
OS X Snow Leopard binaries: r-release: fanc_1.13.tgz, r-oldrel: fanc_1.13.tgz
OS X Mavericks binaries: r-release: fanc_1.13.tgz
Old sources: fanc archive