Fit a Single Factor Analysis (Ignoring Clusters)

This function concatenates all subjects' data into one large matrix, then performs a naive factor analysis. It returns a simple BIC measure and the fitted loadings, mean, and diagonal Psi.

Usage

fit_single_factor_analysis(list_of_data, r = 2)

Arguments

list_of_data

A list of (T_i x M) matrices.

r

The factor dimension.

Value

A list with elements (loadings, mu, diagPsi, logLik, BIC).

Examples

if (FALSE) { # \dontrun{
sim <- simulate_mixture_data(N = 50, K = 3, r = 2, M = 6, T_each = 100)
fa_res <- fit_single_factor_analysis(sim$list_of_data, r = 2)
print(fa_res$BIC)
} # }