Psychometrics in R




Over the last couple of years I have written quite a few R programs for various "psychometric" techniques, and I am regularly updating and expanding what is there. Some of this will be discussed in a useR! keynote address in Vienna in June 2006. You can go into subdirectories by clicking on the folder icons.

The idea is that the code will grow into a repository of R packages and the articles will either be published or used as vignettes. In most cases relevant articles are included in the directories, otherwise they are available from the preprints link on my homepage. If you want to learn about upgrades, subscribe to the Albert Gifi mailing list.


Goto Name Description Status Version Update
activeset Primal Active Set Method for QP. Will be merged with dykstra and esopo. Only for restricted least squares. bare bones. 0.1.00 02/24/07
alscal Metric MDS on squared distances. Minimizes sstress using cyclic cooordinate descend by solving cubic polynomial equations. More or less superseded by elegant. Available for symmetric and rectangular matrices. partly done. 0.1.2 02/07/06
aspect Optimizing functions of correlation matrices over transformations/quantifications of the variables -- functions implemented are sums of eigenvalues, determinants, multiple correlations, power sums. Also includes lineals function to optimally linearize all bivariate regressions. done. 0.1.1 04/15/06
astro Techniques for fitting an ellipse to a set of points in the plane or in space (mostly for applications in astronomy). first pass. 0.0.01 05/22/07
ca Correspondence analysis and canonical correspondence analysis with many plotting options (biplots, row and column plots, benzecri plots, transformation plots, graph plots, regression plots, ...). This also has Nora's algorithm for CA with missing data. done. 1.5 01/15/06
distassoc Fits the distance association model maximizing the Poisson likelihood using majorization and MDS. This is a exponential distance version of CA. Includes Ideal Point Discriminant Analysis. Can fit both exponents of distances and exponents of squared distances to either square or rectangular matrices. Allows for linear constraints. A version specifically designed for indicator matrices, which fits the same representation as the logitfold package, is also included. Also does quasi-symmetry and quasi-independence. partly done. 0.4.06 03/07/06
derivatives Generalized eigenvalue and generalized singular value algorithms for matrices that are functions of parameters. Also computes the partial derivatives of generalized eigen/singular values and generalized eigen/singular vectors wrt the parameters. first also 0.0.1 12/15/07
dykstra Convex programming by Dykstra/Bregman dual projection methods. basic Dykstra. alternating projections for cone and subspace. partly done 0.2.00 02/24/07
elegant Metric MDS on squared distances minimizing sstress. Uses the majorization method. Currently for square symmetric and rectangular matrices. Different majorization bounds can be chosen.This version is n/2 times as fast as the original "elegant" algorithm, where n is the number of points. partly done. 0.2.2 02/22/06
esopo Quadratic programming by cyclic coordinate ascend. Applications to monotone regression. Also fits the best metric space to a finite set of points (i.e. finds best fitting numbers satisfying all triangle inequalities). Also has a CCA algorithm for fitting monotone polynomials and splines. mostly done. 0.2.00 02/17/07
gifi Update to homals on CRAN. Code for multiple correspondence analysis, nonlinear principal component analysis, nonlinear multiset canonical correlation analysis. Implements everything in Gifi (1990) or SPSS Categories, and then some. Many different plots, such as Voronoi plots. Quicktime movies of iterations. mostly done. 2.0.0 05/04/06
ipscal Metric MDS on the inner products using strain. One matrix only. stagnant. 0.0.1
irt Routines for IRT. planning stage.
logitfold Logistic likelihood solution to nonmetric unfolding for binary and multicategory data, multidimensional choice models, logistic principal component analysis and canonical analysis, roll-call models, multidimensional Rasch models. This is the exponential or likelihood version of MCA (Gifi Goes Logistic). Distance version. partly done.
logreg Majorization methods for logistic regression. Newton, quadratic, cubic, quartic majorization. basics done. 1.0.0 03/27/06
logithom Logistic likelihood solution to nonmetric unfolding for binary and multicategory data, multidimensional choice models, logistic principal component analysis and canonical analysis, roll-call models, multidimensional Rasch models. This is the exponential or likelihood version of MCA (Gifi Goes Logistic). Inner product version. basics done. 1.4.0 05/12/06
lowpoly Solve one-dimensional polynomial equations of orders 1-4 for all the real roots. Also has a routine for finding the real minimizer of a quartic. done.
lowrank Low-rank approximation of matrices. LS and LAV. Huber loss. Symmetric and rectangular. Missing data. Majorization. started. 0.3.0 04/16/06
lssem Linear structural equation models with latent variables, reformulated as matrix decomposition problems, and solved by majorizing least squares loss functions. Article included. Also article and code for least squares factor analysis. factor analysis code. 0.1.0 10/21/06
mdsutils Some multidimensional scaling utilities used by other packages. done for now 0.2.0 05/24/07
multilevel Programs for multilevel analysis. almost nothing.
multiway Multiway generalizations of principal component analysis with various constraints on the decomposition. on the horizon.
nestorov Routines for logistic regression using different quadratic and cubic majorization methods. Also has a safe-guarded Newton's method (which is part majorization, part Newton). done. 1.0.0 03/27/06
nextperm Routines for least squares undimensional scaling by testing all permutations in lexicographical order. This does not really work for n>12, but I have some ideas to improve it. done.
nlpca Miscellaneous nonlinear principal component analysis techniques. Currently has PCA for rank-orders (using least squares optimal scaling). Also text of CARME chapter. Also algorithm for fitting monotone polynomials and splines. 0.1.00. 2007-02-24
pava Pooled Adjacent Violators algorithm for general monotone regression. Has subroutines for weighted median, weighted mean, and weighted fractiles. Also routines for primary, secondary, and tertiary approach to ties. done.
probit The probit version of logitfold. Does probit regression, fitting of discreticized multivariate normal, probit PCA, probit IRT, and probit factor analysis. The probit version of MCA. Gifi joins Pearson. Will be extended to cover most of SEM. basically done. 0.7.1 03/31/06
scalassoc Scalar product version of distassoc, applied to cross tables, and interaction tables. Remember: the exponential scalar product model with bias is equivalent to the exponential squared distance model with bias. basically done. 1.0.0 5/05/06
singlepeaked Exponential distance method for single peaked choices. paper and first alpha 0.0.1 05/12/06
smacofQuadratic Metric and nonmetric multidimensional scaling methods for putting points on spheres, ellipses, and other quadratic surfaces, using either Euclidean distance or geodetic distance. first pass. 0.1.0 05/24/07
smacofPlain Metric and nonmetric multidimensional scaling minimizing stress, for symmetric and rectangular matrices. mostly done. 0.6.00 02/22/06
smacofConstrained Metric and nonmetric multidimensional scaling minimizing stress, with simple constraints on the configuration. mostly done. 0.6.00 02/22/06
smacofThreeWay Metric and nonmetric multidimensional scaling minimizing stress, using individual difference models on three-way matrices. mostly done. 0.6.00 02/22/06
voronoi Pseudo-voronoi diagrams for exponential inner product and squared distance models with and without bias. Only the squared distance model without bias actually gives a true Voronoi diagram. mostly done. 1.0.1 04/26/06