calculate_FL_group_estimated: Returns the estimated groupfactorstructure.

In eh-in-r/RCTS: Clustering Time Series While Resisting Outliers

Returns the estimated groupfactorstructure.

Description

Returns the estimated groupfactorstructure.

Usage

calculate_FL_group_estimated(
  lg,
  fg,
  g,
  NN,
  TT,
  S,
  k,
  kg,
  num_factors_may_vary = TRUE
)

Arguments

lg	loadings of estimated group factors
fg	estimated group factors
g	Vector with estimated group membership for all individuals
NN	number of time series
TT	length of time series
S	number of estimated groups
k	number of common factors to be estimated
kg	number of group specific factors to be estimated
num_factors_may_vary	whether or not the number of groupfactors is constant over all groups or not

Value

list with NjxT matrices

eh-in-r/RCTS documentation built on May 19, 2023, 1:09 p.m.