DFanPC | R Documentation |
This function estimates the load and residual terms based on the general factor model and calculates the estimated values.
DFanPC(data,m,n1,K)
data |
The data is total data set |
m |
The m is the number of principal component |
n1 |
The n1 is the length of each data subset |
K |
The K is the number of nodes |
AF |
estimation of load value |
DF |
estimation of error term |
SigmahatF |
estimation of covariance |
Guangbao Guo, Yaping Li
DFanPC(data=ISE,m=3,n1=107,K=5)
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