residuals.sparseDFM: sparseDFM Residuals and Fitted Values

In sparseDFM: Estimate Dynamic Factor Models with Sparse Loadings

sparseDFM Residuals and Fitted Values

Description

Obtain the residuals or fitted values of the sparseDFM fit.

Usage

## S3 method for class 'sparseDFM'
fitted(object, standardize = FALSE, alpha_index = "best", ...)

## S3 method for class 'sparseDFM'
residuals(object, standardize = FALSE, alpha_index = "best", ...)

Arguments

object	an object of class 'sparseDFM'.
standardize	logical. The residuals and fitted values should be standardized. Default is FALSE, values returned in the original data \bm{X} scale.
alpha_index	Choose which L1 penalty parameter to display the results for. Default is 'best'. Otherwise, input a number between 1:length(alpha_grid) that indicates the required alpha parameter.
...	Further residuals arguments.

Value

Residuals or fitted values of sparseDFM.

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