shem {Rnest} | R Documentation |
Split-Half Eigenvector Matching (SHEM)
Description
shem
estimates the number of principal components via Split-Half Eigenvector Matching (SHEM).
Usage
shem(data, nIts = 30)
Arguments
data |
A data frame, a numeric matrix, covariance matrix or correlation matrix from which to determine the number of factors. |
nIts |
Number of iterations. |
Value
shem
returns a list containing the number of components, nfactors
, whether the additional step in case of zero true latent components was carried, zeroComponents
, the eigenvalues
and the eigenvectors
of the solution.
References
Galdwin, T. E. (2023) Estimating the number of principal components via Split-Half Eigenvector Matching (SHEM). MethodsX, 11, 102286. doi:10.1016/j.mex.2023.102286
Examples
jd <- genr8(n = 404, R = ex_4factors_corr)
shem(jd)
[Package Rnest version 0.0.0.2 Index]