predict: Predict Factor Scores from an Object.

In tsfa: Time Series Factor Analysis

Description

Predict factor scores using the predictor from object.

Usage

    ## S3 method for class 'FAmodel'
predict(object, 
           data = NULL, factorNames.=factorNames(object), ...)
    ## S3 method for class 'TSFmodel'
predict(object, 
           data = object$data, factorNames.=factorNames(object), ...)

Arguments

object	an object from which a matrix (predictor) can be extracted to apply to the data.
data	data to which the predictor should be applied.
factorNames.	names to be given to the calculated predicted factor scores.
...	additional arguments currently unused.

Details

If data is not supplied then it is extacted from object if possible (which is normally the data the model was estimated with), and otherwise an error is indicated. The predicted factor scores are given by data %*% t(LB), where LB is the factor score predictor matrix extracted from object. This is the Barlett factor score coefficient matrix if TSFmodel or TSFestModel objects were estimated with estTSF.ML.

Value

Predicted factor scores.

Author(s)

Paul Gilbert

See Also

predict, factors, factorNames, TSFmodel

tsfa documentation built on Jan. 13, 2021, 10:53 a.m.