GulPC: Loading Estimation for General Factor Model
In DLEGFM: Distributed Loading Estimation for General Factor Model
GulPC 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
GulPC(data,m)
Arguments
data
The data is total data set
m
The m is the number of first layer principal component
Value
AU1
estimation of load value
AU2
estimation of load value
DU3
estimation of error term
Shat
estimation of covariance
Author(s)
Guangbao Guo, Yaping Li
Examples
GulPC(data=ISE,m=3)
DLEGFM documentation built on May 29, 2024, 11:16 a.m.
R Package Documentation
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| GulPC | 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
GulPC(data,m)
Arguments
data |
The data is total data set |
m |
The m is the number of first layer principal component |
Value
AU1 |
estimation of load value |
AU2 |
estimation of load value |
DU3 |
estimation of error term |
Shat |
estimation of covariance |
Author(s)
Guangbao Guo, Yaping Li
Examples
GulPC(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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