This Matlab program is the implementation of a nonparametric latent variable approach which estimates the values of the latent variables distribution-free (Kelava, A., Kohler, M., Krzyzak, A. & Schaffland, T. F. (submitted). Nonparametric estimation of a latent variable model.).
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BSplineEst.m
FactorScoresEst.m
LICENSE
ModelEst.m
README.md
TestData.m
bspline_basis.m
bspline_basismatrix.m

README.md

nonparametric

This Matlab program is the implementation of a nonparametric latent variable approach which estimates the values of the latent variables distribution-free (Kelava, A., Kohler, M., Krzyzak, A. & Schaffland, T. F. (in press). Nonparametric estimation of a latent variable model. Journal of Multivariate Analysis).

The main function is ModelEst which uses FactorScoresEst, BSplineEst, bspline_basis and bspline_basismatrix. With the function TestData datasets can be simulated which fufill the demands of the other functions.