result <- mlcrit(logpsi, k, structure(r, nfact [, del])), REAL vector logpsi, integer scalar k, integer nfact > 0, small REAL scalar del |

mlcrit() is used by facanal() with method:"mle" to compute the maximum likelihood ML criterion F_ml(x), x = log(psi) being minimized, its gradient dF_ml(x)/dx and the current loadings and eigenvalues. result <- mlcrit(logpsi, k, structure(r, nfact [,del]) computes a scalar, vector or structure, depending on the value of integer k. r is a REAL symmetric covariance or correlation matrix, nfact > 0 is the number of factors, and del >= 0 is a small REAL scalar (default is 1e-5) controlling how the gradient is computed. When del = 0 (value used by facanal()), the gradient is computed analytically. When del > 0, the gradient vector has elements gradient[i] = (F_ml(x) + del*(run(p)==i)) - F_ml(x))/del. The result computed is as follows: k result 0 scalar F_ml(x), x = logpsi 1 vector gradient dF_ml(x)/dx -2 structure(loadings, eigenvals) When r is not positive definite, MISSING (k = 0) or rep(MISSING, nrows(s)) (k = 1) is returned. No argument checking is done. See also facanal(), glscrit(), ulscrit()

Gary Oehlert 2003-01-15