This is a repository for conducting experiments in Rotation to Sparse Loadings using Lp Losses and Related Inference Problems http://arxiv.org/abs/2206.02263.
cl1121_Lp_fun.R contains all the auxiliary functions, such as IRGP algorithm, proximal gradient descent algorithm, etc. It is the source for all experiments in folders Study I, study II and Big 5 Personality Test.
Table 1, 2 and Figure 4 are produced mainly by cl1121A_experiment.15S.R, cl1121A_experiment.30S.R*, where the 15S, 30S indicates the setting and the two files only differ in parameters, not in experiments.
The initial results are stored in Rdata files and processed by res.outputfinal1107.Rmd.
To draw the U-shape curve in Figure 3, we first generate Lasso path solutions by ushape1011upB.15S.R, ushape1011upB.30S.R and save the results in Rdata form. Then, we use draw.R to draw the figure.
Table 3 is produced by counter1121.R. The initial results are stored in Rdata files and processed by res.outputfinal1114.Rmd
Table 4-7 in the main text and Table K1-K3 in the supplement are produced by big5_r_code_1115sgn.Rmd, which is a rmarkdown file.
Here are the files that compare the performance of Lp rotation to other rotation criteria. Table H.1 and Table H.2 are produced by geomin_1128_chart.R. Table H.3 is produced by res.outputfinal1107.Rmd using the Rdata results from cl1123A_experiment.21S.R. The minimizers of the L1 and L0.5 rotation is checked by grid search by geomin_1128_gridsearch.R
This folder contains all raw results in the Rdata form which will be further processed by res.outputfinal1107.Rmd and res.outputfinal1114.Rmd. It also includes the big 5 dataset.
This folder contains all Tables and Figures in the main text.