[R] What's wrong with my code ?

[Gabor Grothendieck]

I have not checked your code but that error can stem from an incorrect
gradient.

On 5/19/07, ronggui <ronggui.huang at gmail.com> wrote:
> I try to code the ULS factor analysis descrbied in
> ftp://ftp.spss.com/pub/spss/statistics/spss/algorithms/ factor.pdf
> # see PP5-6
>
> factanal.fit.uls <- function(cmat, factors, start=NULL, lower = 0.005,
> control = NULL, ...)
> {
>  FAfn <- function(Psi, S, q)
>  {
>    Sstar <- S - diag(Psi)
>    E <- eigen(Sstar, symmetric = TRUE, only.values = TRUE)
>    e <- E$values[-(1:q)]
>    e <- sum(e^2/2)
>    e
>  }
>
>  FAgr <- function(Psi, S, q)
>  {
>    Sstar <- S - diag(Psi)
>    E <- eigen(Sstar, symmetric = TRUE)
>    L <- E$vectors[, -(1:q), drop = FALSE]
>    e <- E$values[-(1:q)]
>    gr <- 2*Psi*((L^2)%*%e)
>    gr
>  }
>
>  p <- ncol(cmat)
>  if(is.null(start))
>    start <- (1 - 0.5*factors/p)/diag(solve(cmat))
>  res <- optim(start, FAfn,
>                 FAgr,
>          method="L-BFGS-B",
>          lower = lower, upper = 1,
>          control = c(list(fnscale=1,
>          parscale = rep(0.01, length(start))), control),
>          q = factors, S = cmat)
> res
> }
>
> covmat <-
> structure(c(1, 0.0920030858518061, 0.053952442382614, -0.0380048634941013,
> 0.237986469993129, 0.243144461077282, 0.0920030858518061, 1,
> 0.328163804480881, 0.142002180914605, -0.139369611642031, -0.0670944471678571,
> 0.053952442382614, 0.328163804480881, 1, 0.267648727315665, -0.0549987508157441,
> -0.107488501744669, -0.0380048634941013, 0.142002180914605, 0.267648727315665,
> 1, -0.0566976575082817, -0.132943658387513, 0.237986469993129,
> -0.139369611642031, -0.0549987508157441, -0.0566976575082817,
> 1, 0.352367996102745, 0.243144461077282, -0.0670944471678571,
> -0.107488501744669, -0.132943658387513, 0.352367996102745, 1), .Dim = c(6L,
> 6L), .Dimnames = list(c("bg2cost1", "bg2cost2", "bg2cost3", "bg2cost4",
> "bg2cost5", "bg2cost6"), c("bg2cost1", "bg2cost2", "bg2cost3",
> "bg2cost4", "bg2cost5", "bg2cost6")))
>
>
> > factanal.fit.uls(covmat,2)
> $par
> bg2cost1 bg2cost2 bg2cost3 bg2cost4 bg2cost5 bg2cost6
> 0.7454829 0.7191459 0.6969019 0.7611750 0.6940870 0.6930580
>
> $value
> [1] 0.02167674
>
> $counts
> function gradient
>    21     21
>
> $convergence
> [1] 52
>
> $message
> [1] "ERROR: ABNORMAL_TERMINATION_IN_LNSRCH"
>
> --
> Ronggui Huang
> Department of Sociology
> Fudan University, Shanghai, China
>
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