Psychometric Functions from the Waller Lab
Asymptotic Distribution-Free Covariance Matrix of Correlations
Asymptotic Distribution-Free Covariance Matrix of Covariances
Generate random R matrices with a known coefficient alpha
Bifactor Analysis via Direct Schmid-Leiman (DSL) Transformations
Generate Correlated Binary Data
Cudeck & Browne (1992) model error method
Calculate CFI for two correlation matrices
Complete a Partially Specified Correlation Matrix by Convex Optimizati...
Complete a Partially Specified Correlation Matrix by the Method of Dif...
Complete a Partially Specified Correlation Matrix by the Method of Alt...
Generate the marginal density of a correlation from a uniformly sample...
Sample Correlation Matrices from a Population Correlation Matrix
Smooth a Non PD Correlation Matrix
Compute the cosine(s) between either 2 matrices or 2 vectors.
Convert Degrees to Radians
Compute eap trait estimates for FMP and FUP models
Generate eigenvalues for R matrices with underlying component structur...
Find OLS Regression Coefficients that Exhibit Enhancement
Utility fnc to compute the components for an empirical response functi...
Align the columns of two factor loading matrices
Bounds on the Correlation Between an External Variable and a Common Fa...
Calculate Reference Eigenvalues for the Empirical Kaiser Criterion
Inter-Battery Factor Analysis by the Method of Maximum Likelihood
Investigate local minima in faMain objects
Unweighted least squares factor analysis
Automatic Factor Rotation from Random Configurations with Bootstrap St...
Velicer's minimum partial correlation method for determining the numbe...
Multiple Battery Factor Analysis by Maximum Likelihood Methods
Iterated Principal Axis Factor Analysis (fapa)
Regularized Factor Analysis
Factor Scores
Sort a factor loadings matrix
Standardize the Unrotated Factor Loadings
Factor Extraction (faX) Routines
Estimate the coefficients of a filtered monotonic polynomial IRT model
Utility function for checking FMP monotonicity
Understanding Factor Score Indeterminacy with Finite Dimensional Vecto...
Generate Fungible Regression Weights
Locate Extrema of Fungible Regression Weights
Generate Fungible Logistic Regression Weights
Generate Fungible Correlation Matrices
Estimate the coefficients of a filtered unconstrained polynomial IRT m...
Generate item response data for 1, 2, 3, or 4-parameter IRT models
Generate Correlation Matrices with User-Defined Eigenvalues
Generate Thurstone's Box Data From length, width, and height box measu...
Generate item response data for a filtered monotonic polynomial IRT mo...
Create a random Phi matrix with maximum factor correlation
Find an lm model to use with the Wu & Browne (2015) model error meth...
Plot item response functions for polynomial IRT models.
Compute basic descriptives for binary-item analysis
Calculate Univariate Kurtosis for a Vector or Matrix
Ledermann's inequality for factor solution identification
Simulate Clustered Data with User-Defined Properties
Simulate Multivariate Non-normal Data by Vale & Maurelli (1983) Method
Simulate a population correlation matrix with model error
Compute Normal-Theory Covariances for Correlations
Compute the Frobenius norm of a matrix
Objective function for optimizing RMSEA and CFI
Compute Omega hierarchical
Order factor-loadings matrix by the sum of squared factor loadings
Plot Method for Class Monte
Print Method for an Object of Class faMain
Print Method for an Object of Class faMB
Conduct an Oblique Promax Rotation
Convert Radians to Degrees
Rotate Points on the Surface on an N-Dimensional Ellipsoid
Generate a random R matrix with an average rij
Generate random R matrices with user-defined bounds on the correlation...
Generate a Cone of Regression Coefficient Vectors
Generate Random PSD Correlation Matrices
Generate Uniformly Spaced OLS Regression Coefficients that Yield a Use...
Plot an ERF using rest scores
Generate random R matrices with various user-defined properties via di...
Generate Correlation Matrices with Specified Eigenvalues
Generate Correlation Matrices with Specified Eigenvalues
Root Mean Squared Deviation of (A - B)
Calculate RMSEA between two correlation matrices
Generate Random NPD R matrices from a user-supplied population R
Generate a Correlation Matrix from a Truncated PCA Loadings Matrix.
Schmid-Leiman Orthogonalization to a (Rank-Deficient) Bifactor Structu...
Standard Errors and CIs for Standardized Regression Coefficients
Standard Errors and CIs for Standardized Regression Coefficients from ...
Covariance Matrix and Standard Errors for Standardized Regression Coef...
Generate an sem model from a simFA model object
Generate Factor Analysis Models and Data Sets for Simulation Studies
Calculate Univariate Skewness for a Vector or Matrix
Conduct a Schmid-Leiman Iterated (SLi) Target Rotation
Smooth a NPD R matrix to PD using the Alternating Projection Algorithm
Smooth an NPD R matrix to PD using the Bentler Yuan 2011 method
Smooth a Non PD Correlation Matrix using the Knol-Berger algorithm
Smooth NPD to Nearest PSD or PD Matrix
Summary Method for an Object of Class faMain
Summary Method for an Object of Class faMB
Summary Method for an Object of Class Monte
Summary Method for an Object of Class Monte1
Compute theta surrogates via normalized SVD scores
A generalized (multiple predictor) Taylor-Russell function.
Compute ML Tetrachoric Correlations
Correlation between a Naturally and an Artificially Dichotomized Varia...
Optimize TKL parameters to find a solution with target RMSEA and CFI v...
Estimate the parameters of the Taylor-Russell function.
Compute the Cosine Between Two Vectors
Norm a Vector to Unit Length
Compute the volume of the elliptope of possible correlation matrices o...
Wu & Browne model error method
Computes fungible coefficients and Monte Carlo data. Underlying theory for these functions is described in the following publications: Waller, N. (2008). Fungible Weights in Multiple Regression. Psychometrika, 73(4), 691-703, <DOI:10.1007/s11336-008-9066-z>. Waller, N. & Jones, J. (2009). Locating the Extrema of Fungible Regression Weights. Psychometrika, 74(4), 589-602, <DOI:10.1007/s11336-008-9087-7>. Waller, N. G. (2016). Fungible Correlation Matrices: A Method for Generating Nonsingular, Singular, and Improper Correlation Matrices for Monte Carlo Research. Multivariate Behavioral Research, 51(4), 554-568. Jones, J. A. & Waller, N. G. (2015). The normal-theory and asymptotic distribution-free (ADF) covariance matrix of standardized regression coefficients: theoretical extensions and finite sample behavior. Psychometrika, 80, 365-378, <DOI:10.1007/s11336-013-9380-y>. Waller, N. G. (2018). Direct Schmid-Leiman transformations and rank-deficient loadings matrices. Psychometrika, 83, 858-870. <DOI:10.1007/s11336-017-9599-0>.