You can also look into Madeleine Udell's LowRankModels.jl. It doesn't contain factor analysis, but unless I'm mistaken it should be possible to formulate it by specifying the objective function and regularizers appropriately
On Sunday, June 26, 2016 at 7:43:04 PM UTC-4, colint...@gmail.com wrote: > > 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 julia-stats+unsubscr...@googlegroups.com. For more options, visit https://groups.google.com/d/optout.
