FA: Principal Component Analysis for Factor Models
In REFA: Robust Exponential Factor Analysis
FA R Documentation
Principal Component Analysis for Factor Models
Description
Principal Component Analysis for Factor Models
Usage
FA(X, r)
Arguments
X
Input matrix, of dimension T\times N. Each row is an observation with N features at time point t.
r
A positive integer indicating the factor numbers.
Value
Fhat
The estimated factor matrix.
Lhat
The estimated loading matrix.
Author(s)
Jiaqi Hu
References
Manuscript: Robust factor analysis with exponential squared loss
Examples
##---- Should be DIRECTLY executable !! ----
REFA documentation built on Nov. 19, 2023, 5:14 p.m.
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| FA | R Documentation |
Principal Component Analysis for Factor Models
Description
Principal Component Analysis for Factor Models
Usage
FA(X, r)
Arguments
X |
Input matrix, of dimension |
r |
A positive integer indicating the factor numbers. |
Value
Fhat |
The estimated factor matrix. |
Lhat |
The estimated loading matrix. |
Author(s)
Jiaqi Hu
References
Manuscript: Robust factor analysis with exponential squared loss
Examples
##---- Should be DIRECTLY executable !! ----
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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