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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. (2020) <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.

Versions across snapshots

VersionRepositoryFileSize
0.9-3 rolling source/ R- fad_0.9-3.tar.gz 359.1 KiB
0.9-3 latest source/ R- fad_0.9-3.tar.gz 359.1 KiB
0.9-3 2026-04-23 source/ R- fad_0.9-3.tar.gz 359.1 KiB
0.9-3 2026-04-09 windows/windows R-4.5 fad_0.9-3.zip 825.5 KiB

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