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