build_factor_structure: Build Factor Structure for Multi-level Dynamic Factor Model

In FARS: Factor-Augmented Regression Scenarios

Build Factor Structure for Multi-level Dynamic Factor Model

Description

Constructs a named list defining the factor structure across global, middle-layer, and local levels,

Usage

build_factor_structure(
  global = 1,
  local = NULL,
  middle_layer = NULL,
  num_blocks = NULL
)

Arguments

global	Integer. Number of global factors extracted from the entire dataset.
local	Integer vector of length blocks. Specifies the number of local factors for each block.
middle_layer	Named list. Each name is a string specifying a group of blocks (e.g., "1-3" or "2-3"), and each value is the number of factors to extract.
num_blocks	Integer. Number of blocks into which the data is divided.

Value

A named list where each name corresponds to a block or group of blocks (e.g., "1", "1-3"), and the value is the number of factors associated with that node.

FARS documentation built on Feb. 17, 2026, 5:06 p.m.