[R] What's wrong with my code ?

[ronggui]

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)

I forgot to tell that  the code to get "start" and " res <-
optim(....)  " if from stats:::factanal.fit.mle.

> 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
>


-- 
Ronggui Huang
Department of Sociology
Fudan University, Shanghai, China