I haven't seen anything yet on traditional common factor analysis by maximum likelihood. Depending on your problem, you might be able to use principal components instead which is implemented in MultivariateStats.jl... e.g. in dual-asymptotic framework, simple transformations of the first k principal components are consistent estimators of the space-spanned by a k-dimensional common factor space.
Cheers, Colin On Sunday, 26 June 2016 08:18:27 UTC+10, Jessica Koh wrote: > > Hello, > > Is factor analysis currently being developed? > -- You received this message because you are subscribed to the Google Groups "julia-stats" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. For more options, visit https://groups.google.com/d/optout.
