FanPC: Loading Estimation for General Factor Model
In DLEGFM: Distributed Loading Estimation for General Factor Model
FanPC 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
FanPC(data,m)
Arguments
data
The data is total data set
m
The m is the number of principal component
Value
AF
estimation of load value
DF
estimation of error term
SigmahatF
estimation of covariance
Author(s)
Guangbao Guo, Yaping Li
Examples
FanPC(data=ISE,m=3)
DLEGFM documentation built on May 29, 2024, 11:16 a.m.
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| FanPC | 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
FanPC(data,m)
Arguments
data |
The data is total data set |
m |
The m is the number of principal component |
Value
AF |
estimation of load value |
DF |
estimation of error term |
SigmahatF |
estimation of covariance |
Author(s)
Guangbao Guo, Yaping Li
Examples
FanPC(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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