Agus Salim
2002-Jan-11 16:21 UTC
[R] factanal doesn't work with singular covariance matrix?
Dear R-users, I recently used factanal function in mva library to perform factor analysis. I notice that the function will give an error message that the log likelihood function is infinite whenever the observed covariance matrix is singular. This is because the function uses multivariate normal log-likelihood which involve log determinant of the observed covariance matrix. But I wonder if the inclusion of log determinant of the observed covariance matrix is necessary here because it doesn't involve any parameters we want to estimate, so we can consider it as constant term. I have tried two objective functions with and without the log determinant term and they seem to give the same result. What do you think? Thanks, Agus -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._