raggedEdge: Generate a ragged edge structure for a data matrix

In sparseDFM: Estimate Dynamic Factor Models with Sparse Loadings

Generate a ragged edge structure for a data matrix

Description

Generate a ragged edge structure for a data matrix

Usage

raggedEdge(X, lags)

Arguments

X	numeric data matrix
lags	vector of integers representing publication lag of each variable

Value

ragged edge version of X

Examples

data = matrix(rnorm(100),ncol=10)
pub_lags = c(rep(2,5),rep(1,3),rep(0,2))
new_data = raggedEdge(data, pub_lags)

sparseDFM documentation built on March 31, 2023, 10:15 p.m.