SigFq: SigFq objects: covariance matrices associated with a q-factor...
| SigFq | R Documentation |
SigFq objects: covariance matrices associated with a q-factor model
Description
Creates a ‘SigFq’ object.
Usage
SigFq(D, B, p, q, optres=NULL)
Arguments
D |
A p-dimensional vector with the specific variances of the assumed factor model. |
B |
A p by q matrix with the loadings of assumed factor model. |
p |
The full dimensionality (i.e., the number of original variables) of the process being modelled. |
q |
The number of factors in the assumed factor model. |
optres |
The full optimization results provided by the error minimization algorithm used to find SigFq parameters. |
Value
An object of class ‘SigFq’ for which the generic method ‘as.matrix’ (converting to a traditional numeric matrix), as well as specialized methods for matrix inversion, multiplication, and element-wise arithmetic operations, are available.
See Also
FrobSigAp, solve.SigFq, LeftMult.SigFq, RightMult.SigFq, SigFqInv
