Description Usage Arguments Value See Also Examples
Print method for farm.select
objects
1 2 |
x |
A |
... |
Further arguments passed to or from other methods. |
A list with the following items:
model.size |
the size of the model |
beta.chosen |
the indices of the covariates chosen in the model |
coef.chosen |
the coefficients of the chosen covariates |
X.residual |
the residual covariate matrix after adjusting for factors |
nfactors |
number of (estimated) factors |
n |
number of observations |
p |
number of dimensions |
robust |
whether robust parameters were used |
loss |
loss function used |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | set.seed(100)
P = 200 #dimension
N = 50 #samples
K = 3 #nfactors
Q = 3 #model size
Lambda = matrix(rnorm(P*K, 0,1), P,K)
F = matrix(rnorm(N*K, 0,1), N,K)
U = matrix(rnorm(P*N, 0,1), P,N)
X = Lambda%*%t(F)+U
X = t(X)
beta_1 = rep(5,Q)
beta = c(beta_1, rep(0,P-Q))
eps = rt(N, 2.5)
Y = X%*%beta+eps
##with default options
output = farm.select(X,Y)
output
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