fa.em: Factor analysis via EM algorithm to maximize likelihood
Description
Factor analysis via EM algorithm to maximize likelihood
Usage
fa.em(Y, r, tol = 1e-06, maxiter = 1000)
Arguments
Y
data matrix, a n*p matrix
tol
a tolerance scale of change of log-likelihood for convergence in the EM iterations
References
Bai, J. and Li, K. (2012). Statistical analysis of factor models of high dimension. The Annals of Statistics 40, 436-465.