fitted.statfacmodBurSt | R Documentation |
Takes a statistical factor model object and produces the variance matrix that it represents.
## S3 method for class 'statfacmodBurSt' fitted(object, output = "full", ...)
object |
an object of class |
output |
a character string that must partially match one of:
|
... |
not used, but allows methods for inheriting objects to have additional arguments. |
a numeric matrix of the variance represented by the factor model, or the systematic or specific variance portion of the model.
This has two additional attributes:
number.of.factors |
the number of factors used in the model. |
timestamp |
the date and time at which the model was originally created. |
This help was last revised 2012 February 12.
Burns Statistics
factor.model.stat
.
## Not run: varfac <- factor.model.stat(retmat, zero=TRUE, output="factor") # perhaps modify loadings and uniquenesses for missing values varian2 <- fitted(varfac) # get variance matrix from factor model specif <- fitted(varfac, output="specific") # diagonal matrix ## End(Not run)
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