compute_loadings: Compute Loadings

In FARS: Factor-Augmented Regression Scenarios

Compute Loadings

Description

Computes the full loadings matrix for the Multi-Level Dynamic Factor Model.

Usage

compute_loadings(data, num_blocks, ranges, r_list, factor_list, loadings_list)

Arguments

data	A numeric matrix or data frame containing the time series data (T × N).
num_blocks	Integer. Number of blocks.
ranges	A list of vectors with the column indices for each block.
r_list	A named list specifying the number of factors to extract for each node (from build_factor_structure).
factor_list	A named list of factors extracted at each node (from compute_initial_factors).
loadings_list	A named list to which updated loadings will be appended for each node.

Value

A list with:

loadings

A numeric matrix (total factors × total variables) with estimated loadings.

loadings_list

An updated named list of loadings for each node.

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