est_num: Estimating Factor Numbers Corresponding PCA
In REFA: Robust Exponential Factor Analysis
est_num R Documentation
Estimating Factor Numbers Corresponding PCA
Description
Estimating Factor Numbers Corresponding PCA
Usage
est_num(X, kmax = 8, type = "BIC3")
Arguments
X
Input matrix, of dimension T\times N. Each row is an observation with N features at time point t.
kmax
The user-supplied maximum factor numbers.
type
the method used.
Value
the estimated factor numbers
Author(s)
Jiaqi Hu
References
Manuscript: Robust factor analysis with exponential squared loss
Examples
dat = gendata()
est_num(dat$Y)
REFA documentation built on Nov. 19, 2023, 5:14 p.m.
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| est_num | R Documentation |
Estimating Factor Numbers Corresponding PCA
Description
Estimating Factor Numbers Corresponding PCA
Usage
est_num(X, kmax = 8, type = "BIC3")
Arguments
X |
Input matrix, of dimension |
kmax |
The user-supplied maximum factor numbers. |
type |
the method used. |
Value
the estimated factor numbers
Author(s)
Jiaqi Hu
References
Manuscript: Robust factor analysis with exponential squared loss
Examples
dat = gendata()
est_num(dat$Y)
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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