TraceRatio: Trace ratio

View source: R/auxiliary.R

TraceRatioR Documentation

Trace ratio

Description

Evaluation of the estimated factors by trace ratios, the values is between 0 and 1, higher values means better estimation.

Usage

TraceRatio(G, Ghat)

Arguments

G

the true factors.

Ghat

the estimated factors.

Value

trace ratio

defined as \mathrm{TR} = \mathrm{tr} ( \mathbf{G}' \widehat{\mathbf{G}} (\widehat{\mathbf{G}}'\widehat{\mathbf{G}})^{-1} \widehat{\mathbf{G}}'\mathbf{G})/\mathrm{tr}(\mathbf{G'G}).


GrFA documentation built on April 4, 2025, 2:09 a.m.

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