Revision e168b07923b144993e99ea7b65180aed9fe3efa8 authored by Matthias Templ on 11 December 2009, 00:00:00 UTC, committed by Gabor Csardi on 11 December 2009, 00:00:00 UTC
1 parent 2d2a8cf
pfa.R
# PF, 2008-09-18
# Computes principal factor analysis for compositional data
# Uniquenesses are nor longer of diagonal form
pfa <-
function (x, factors, data = NULL, covmat = NULL, n.obs = NA,
subset, na.action, start = NULL, scores = c("none", "regression",
"Bartlett"), rotation = "varimax", maxiter = 5, control = NULL,
...)
{
sortLoadings <- function(Lambda) {
cn <- colnames(Lambda)
Phi <- attr(Lambda, "covariance")
ssq <- apply(Lambda, 2, function(x) -sum(x^2))
Lambda <- Lambda[, order(ssq), drop = FALSE]
colnames(Lambda) <- cn
neg <- colSums(Lambda) < 0
Lambda[, neg] <- -Lambda[, neg]
if (!is.null(Phi)) {
unit <- ifelse(neg, -1, 1)
attr(Lambda, "covariance") <- unit %*% Phi[order(ssq),
order(ssq)] %*% unit
}
Lambda
}
cl <- match.call()
na.act <- NULL
if (is.list(covmat)) {
if (any(is.na(match(c("cov", "n.obs"), names(covmat)))))
stop("covmat is not a valid covariance list")
cv <- covmat$cov
n.obs <- covmat$n.obs
have.x <- FALSE
}
else if (is.matrix(covmat)) {
cv <- covmat
have.x <- FALSE
}
else if (is.null(covmat)) {
if (missing(x))
stop("neither x nor covmat supplied")
have.x <- TRUE
if (inherits(x, "formula")) {
mt <- terms(x, data = data)
if (attr(mt, "response") > 0)
stop("response not allowed in formula")
attr(mt, "intercept") <- 0
mf <- match.call(expand.dots = FALSE)
names(mf)[names(mf) == "x"] <- "formula"
mf$factors <- mf$covmat <- mf$scores <- mf$start <- mf$rotation <- mf$control <- mf$... <- NULL
mf[[1]] <- as.name("model.frame")
mf <- eval(mf, parent.frame())
na.act <- attr(mf, "na.action")
z <- model.matrix(mt, mf)
}
else {
z <- as.matrix(x)
if (!missing(subset))
z <- z[subset, , drop = FALSE]
}
covmat <- cov.wt(z)
cv <- covmat$cov
n.obs <- covmat$n.obs
}
else stop("covmat is of unknown type")
scores <- match.arg(scores)
if (scores != "none" && !have.x)
z <- x
sds <- sqrt(diag(cv))
cv <- cv/(sds %o% sds)
p <- ncol(cv)
dof <- 0.5 * ((p - factors)^2 - p - factors)
cn <- list(nstart = 1, trace = FALSE, lower = 0.005)
cn[names(control)] <- control
more <- list(...)[c("nstart", "trace", "lower", "opt", "rotate")]
if (length(more))
cn[names(more)] <- more
if (is.null(start)) {
start <- (1 - 0.5 * factors/p)/diag(solve(cv))
}
start <- as.matrix(start)
if (nrow(start) != p)
stop(paste("start must have", p, "rows"))
nc <- ncol(start)
if (nc < 1)
stop("no starting values supplied")
fit <- factanal.fit.principal1(cv, factors, p = p, start = start[,
1], iter.max = maxiter)
load <- fit$loadings
if (rotation != "none") {
rot <- do.call(rotation, c(list(load), cn$rotate))
load <- if (is.list(rot))
rot$loadings
else rot
}
fit$loadings <- sortLoadings(load)
class(fit$loadings) <- "loadings"
fit$na.action <- na.act
if (scores != "none") {
Lambda <- fit$loadings
zz <- z
switch(scores, regression = {
sc <- as.matrix(zz) %*% solve(cv, Lambda)
if (!is.null(Phi <- attr(Lambda, "covariance")))
sc <- sc %*% Phi
}, Bartlett = {
psiinv <- ginv(fit$psi)
sc <- t(ginv(t(Lambda)%*%psiinv%*%Lambda)%*%t(Lambda)%*%psiinv%*%t(zz))
### d <- 1/fit$uniquenesses
### tmp <- t(Lambda * d)
### sc <- t(solve(tmp %*% Lambda, tmp %*% t(zz)))
})
rownames(sc) <- rownames(z)
colnames(sc) <- colnames(Lambda)
if (!is.null(na.act))
sc <- napredict(na.act, sc)
fit$scores <- sc
}
if (!is.na(n.obs) && dof > 0) {
fit$STATISTIC <- (n.obs - 1 - (2 * p + 5)/6 - (2 * factors)/3) *
fit$criteria["objective"]
fit$PVAL <- pchisq(fit$STATISTIC, dof, lower.tail = FALSE)
}
fit$n.obs <- n.obs
fit$call <- cl
fit
}
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