findFactorClass: find F such that X = BxF + e, i.e F.hat
In jsliu/FARMregress: Factor Adjusted Regularized Model
Description
find F such that X = BxF + e, i.e F.hat
Usage
1
findFactorClass(x, eigen.value, lambda.hat)
Arguments
x
predictors
eigen.value
covraince matrix of x
lambda.hat
the estimation of B
jsliu/FARMregress documentation built on Oct. 5, 2020, 6:41 a.m.
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Description
find F such that X = BxF + e, i.e F.hat
Usage
1 | findFactorClass(x, eigen.value, lambda.hat)
|
Arguments
x |
predictors |
eigen.value |
covraince matrix of x |
lambda.hat |
the estimation of B |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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