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fungible (version 2.2.2)

Psychometric Functions from the Waller Lab

Description

Computes fungible coefficients and Monte Carlo data. Underlying theory for these functions is described in the following publications: Waller, N. (2008). Fungible Weights in Multiple Regression. Psychometrika, 73(4), 691-703, . Waller, N. & Jones, J. (2009). Locating the Extrema of Fungible Regression Weights. Psychometrika, 74(4), 589-602, . Waller, N. G. (2016). Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for Monte Carlo Research. Multivariate Behavioral Research, 51(4), 554-568, . Jones, J. A. & Waller, N. G. (2015). The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior. Psychometrika, 80, 365-378, . Waller, N. G. (2018). Direct Schmid-Leiman transformations and rank-deficient loadings matrices. Psychometrika, 83, 858-870. .

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Install

install.packages('fungible')

Monthly Downloads

2,914

Version

2.2.2

License

GPL (>= 2)

Maintainer

Niels G Waller

Last Published

June 10th, 2022

Functions in fungible (2.2.2)

Improper R matrix reported by Knol and ten Berge

Bifactor Analysis via Direct Schmid-Leiman (DSL) Transformations

Improper R matrix reported by Lurie and Goldberg

Improper R matrix reported by Rousseeuw and Molenberghs

Estimate the coefficients of a filtered monotonic polynomial IRT model

Conduct a Schmid-Leiman Iterated (SLi) Target Rotation

Generate Random NPD R matrices from a user-supplied population R

Adjective Checklist Data.

FMPMonotonicityCheck

Utility function for checking FMP monotonicity

Iterated Principal Axis Factor Analysis (fapa)

Length, width, and height measurements for 98 Amazon shipping boxes

Create a random Phi matrix with maximum factor correlation

Regularized Factor Analysis

9 Variables from the Holzinger and Swineford (1939) Dataset

Plot item response functions for polynomial IRT models.

Estimate the coefficients of a filtered unconstrained polynomial IRT model

Six data sets that yield a Heywood case

GenerateBoxData

Generate Thurstone's Box Data From length, width, and height box measurements

Generate Correlation Matrices with Specified Eigenvalues

Length, width, and height measurements for Thurstone's 20 boxes

Generate Correlation Matrices with Specified Eigenvalues

Multi-Trait Multi-Method correlation matrix reported by Boruch, Larkin, Wolins, and MacKinney (1970)

Compute Omega hierarchical

Multi-Trait Multi-Method correlation matrix reported by Malmi, Underwood, and Carroll (1979).

Smooth NPD to Nearest PSD or PD Matrix

Compute theta surrogates via normalized SVD scores

Smooth a Non PD Correlation Matrix using the Knol-Berger algorithm

Compute ML Tetrachoric Correlations

Complete a Partially Specified Correlation Matrix by the Method of Alternating Projections

Complete a Partially Specified Correlation Matrix by the Method of Differential Evolution

Generate eigenvalues for R matrices with underlying component structure

Find OLS Regression Coefficients that Exhibit Enhancement

Convert Degrees to Radians

Compute eap trait estimates for FMP and FUP models

Multi-Trait Multi-Method correlation matrix reported by Jackson and Singer (1967)

Ledermann's inequality for factor solution identification

Inter-Battery Factor Analysis by the Method of Maximum Likelihood

Complete a Partially Specified Correlation Matrix by Convex Optimization

Multiple Battery Factor Analysis by Maximum Likelihood Methods

Velicer's minimum partial correlation method for determining the number of major components for a principal components analysis or a factor analysis

R matrix for Thurstone's 26 hypothetical box attributes.

Factor Extraction (faX) Routines

Generate Correlation Matrices with User-Defined Eigenvalues

Unweighted least squares factor analysis

Investigate local minima in faMain objects

Improper correlation matrix reported by Bentler and Yuan

Automatic Factor Rotation from Random Configurations with Bootstrap Standard Errors

Asymptotic Distribution-Free Covariance Matrix of Correlations

Asymptotic Distribution-Free Covariance Matrix of Covariances

itemDescriptives

Compute basic descriptives for binary-item analysis

Bounds on the Correlation Between an External Variable and a Common Factor

Compute the cosine(s) between either 2 matrices or 2 vectors.

Factor Pattern and Factor Correlations for Thurstone's 20 hypothetical box attributes.

Calculate Reference Eigenvalues for the Empirical Kaiser Criterion

Calculate Univariate Kurtosis for a Vector or Matrix

Smooth a Non PD Correlation Matrix

Factor Pattern Matrix for Thurstone's 26 box attributes.

Improper R matrix reported by Joseph and Newman

Generate item response data for a filtered monotonic polynomial IRT model

fungibleExtrema

Locate Extrema of Fungible Regression Weights

Print Method for an Object of Class faMain

Print Method for an Object of Class faMB

Generate a Correlation Matrix from a Truncated PCA Loadings Matrix.

Rotate Points on the Surface on an N-Dimensional Ellipsoid

Calculate Univariate Skewness for a Vector or Matrix

Generate Factor Analysis Models and Data Sets for Simulation Studies

Norm a Vector to Unit Length

Standardize the Unrotated Factor Loadings

Sort a factor loadings matrix

Plot Method for Class Monte

Order factor-loadings matrix by the sum of squared factor loadings

Plot an ERF using rest scores

Generate Uniformly Spaced OLS Regression Coefficients that Yield a User-Supplied R-Squared Value

Simulate Clustered Data with User-Defined Properties

Compute Normal-Theory Covariances for Correlations

Simulate Multivariate Non-normal Data by Vale & Maurelli (1983) Method

Compute the Frobenius norm of a matrix

Root Mean Squared Deviation of (A - B)

Generate Fungible Logistic Regression Weights

Generate Random PSD Correlation Matrices

Generate a Cone of Regression Coefficient Vectors

Standard Errors and CIs for Standardized Regression Coefficients

Summary Method for an Object of Class faMain

Summary Method for an Object of Class faMB

Schmid-Leiman Orthogonalization to a (Rank-Deficient) Bifactor Structure

Summary Method for an Object of Class Monte

Sample Correlation Matrices from a Population Correlation Matrix

Generate Correlated Binary Data

Multi-Trait Multi-Method correlation matrix reported by Thurstone and Thurstone (1941).

Summary Method for an Object of Class Monte1

Align the columns of two factor loading matrices

Utility fnc to compute the components for an empirical response function

fsIndeterminacy

Understanding Factor Score Indeterminacy with Finite Dimensional Vector Spaces

Generate Fungible Regression Weights

Generate Fungible Correlation Matrices

Generate item response data for 1, 2, 3, or 4-parameter IRT models

Convert Radians to Degrees

Conduct an Oblique Promax Rotation

Covariance Matrix and Standard Errors for Standardized Regression Coefficients for Fixed Predictors

Standard Errors and CIs for Standardized Regression Coefficients from Correlations

Smooth a NPD R matrix to PD using the Alternating Projection Algorithm

Smooth an NPD R matrix to PD using the Bentler Yuan 2011 method

Correlation between a Naturally and an Artificially Dichotomized Variable

Compute the Cosine Between Two Vectors