EigenDiff: the ed method to estimate the number of factors proposed by...
In cate: High Dimensional Factor Analysis and Confounder Adjusted Testing and Estimation
View source: R/factor_functions.R
Description
the ed method to estimate the number of factors proposed by Onatski(2010)
Usage
1
EigenDiff(Y, rmax = 20, niter = 10)
Arguments
Y
outcome, n*p matrix
rmax
the maximum number of factors to consider. If the estimated number of factors is rmax,
then users are encouraged to increase rmax and run again. Default is 20.
cate documentation built on July 2, 2020, 4:08 a.m.
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View source: R/factor_functions.R
Description
the ed method to estimate the number of factors proposed by Onatski(2010)
Usage
1 | EigenDiff(Y, rmax = 20, niter = 10)
|
Arguments
Y |
outcome, n*p matrix |
rmax |
the maximum number of factors to consider. If the estimated number of factors is rmax, then users are encouraged to increase rmax and run again. Default is 20. |
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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