SigFq: SigFq objects: covariance matrices associated with a q-factor...
In HiDimDA: High Dimensional Discriminant Analysis

Description Usage Arguments Value See Also

Creates a ‘SigFq’ object.

1	SigFq(D, B, p, q, optres=NULL)

`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.

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.

FrobSigAp, solve.SigFq, LeftMult.SigFq, RightMult.SigFq, SigFqInv