| TR | R Documentation |
Trace ratios
TR(Fhat, F0)
Fhat |
The estimated factors. |
F0 |
The true factors. |
a numeric value of the trace ratios.
Jiaqi Hu
Manuscript: Robust factor analysis with exponential squared loss
dat = gendata()
Y = dat$Y
F0 = dat$F0
res = REFA(dat$Y, r = 3)
Fhat = res$Fhat
TR(Fhat, F0)
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