optimal_number_factors: optimal number of factors function

In TextForecast: Regression Analysis and Forecasting Using Textual Data from a Time-Varying Dictionary

optimal number of factors function

Description

optimal number of factors function

Usage

optimal_number_factors(x, kmax)

Arguments

x	a matrix x.
kmax	the maximum number of factors

Value

a list with the optimal factors.

Examples

data("optimal_x")
optimal_factor <- optimal_number_factors(x=optimal_x,kmax=8)

TextForecast documentation built on April 25, 2022, 9:06 a.m.