ledermann: Ledermann bound for the number of factors
In factorstochvol: Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
View source: R/utilities_other.R
ledermann R Documentation
Ledermann bound for the number of factors
Description
In the static factor case, the Ledermann bound is the largest
integer rank for which a unique decomposition of the covariance
matrix is possible. (This is the largest possible number of
factors which can be used for factanal.
Usage
ledermann(m)
Arguments
m
Number of component series.
Value
The Ledermann bound, a nonnegative integer.
See Also
preorder
factorstochvol documentation built on Nov. 24, 2023, 5:08 p.m.
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View source: R/utilities_other.R
| ledermann | R Documentation |
Ledermann bound for the number of factors
Description
In the static factor case, the Ledermann bound is the largest
integer rank for which a unique decomposition of the covariance
matrix is possible. (This is the largest possible number of
factors which can be used for factanal.
Usage
ledermann(m)
Arguments
m |
Number of component series. |
Value
The Ledermann bound, a nonnegative integer.
See Also
preorder
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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