compute_lambda: Compute Loadings (Lambda Matrix)
In FARS: Factor-Augmented Regression Scenarios
View source: R/compute_lambda.R
compute_lambda R Documentation
Compute Loadings (Lambda Matrix)
Description
Computes the full loadings matrix (Lambda) for the multilevel dynamic factor model,
including global and lower-level block-specific loadings, by regressing observed data
on previously extracted factors.
Usage
compute_lambda(Yorig, num_blocks, ranges, r_list, Factor_list, Loadings_list)
FARS documentation built on Aug. 8, 2025, 7:33 p.m.
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View source: R/compute_lambda.R
| compute_lambda | R Documentation |
Compute Loadings (Lambda Matrix)
Description
Computes the full loadings matrix (Lambda) for the multilevel dynamic factor model, including global and lower-level block-specific loadings, by regressing observed data on previously extracted factors.
Usage
compute_lambda(Yorig, num_blocks, ranges, r_list, Factor_list, Loadings_list)
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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