BlPC: Loading Estimation for General Factor Model
In DLEGFM: Distributed Loading Estimation for General Factor Model
BlPC R Documentation
Loading Estimation for General Factor Model
Description
This function estimates the load and residual terms based on the general factor model and calculates the estimated values.
Usage
BlPC(data,m)
Arguments
data
The data is total data set
m
The m is the number of first layer principal component
Value
ABr
estimation of load value
ABc
estimation of load value
DBr
estimation of error term
DBc
estimation of error term
SigmaB1hat
estimation of covariance
SigmaB2hat
estimation of covariance
Author(s)
Guangbao Guo, Yaping Li
Examples
BlPC(data=ISE,m=3)
DLEGFM documentation built on May 29, 2024, 11:16 a.m.
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| BlPC | R Documentation |
Loading Estimation for General Factor Model
Description
This function estimates the load and residual terms based on the general factor model and calculates the estimated values.
Usage
BlPC(data,m)
Arguments
data |
The data is total data set |
m |
The m is the number of first layer principal component |
Value
ABr |
estimation of load value |
ABc |
estimation of load value |
DBr |
estimation of error term |
DBc |
estimation of error term |
SigmaB1hat |
estimation of covariance |
SigmaB2hat |
estimation of covariance |
Author(s)
Guangbao Guo, Yaping Li
Examples
BlPC(data=ISE,m=3)
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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