ledermann: Ledermann bound for the number of factors

Description Usage Arguments Value See Also

View source: R/utilities_other.R

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

1

Arguments

m

Number of component series.

Value

The Ledermann bound, a nonnegative integer.

See Also

preorder


factorstochvol documentation built on Feb. 10, 2021, 1:07 a.m.