factor_extract: Extracts first k principal components from t x n matrix data,...
In kvasilopoulos/abvar: Vector Autoregression Models
Description
Usage
Arguments
Value
Description
Extracts first k principal components from t x n matrix data, loadings
are normalized so that lam'lam/n=I, fac is t x k, lam is n x k
Usage
1
factor_extract(factordata, no_factors = 2)
Arguments
.data
data from which the factors should be extracted
nfactors
number of factors that are going to be extracted
Value
matrix with the extracted factors
kvasilopoulos/abvar documentation built on April 27, 2021, 6:38 a.m.
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Description Usage Arguments Value
Description
Extracts first k principal components from t x n matrix data, loadings are normalized so that lam'lam/n=I, fac is t x k, lam is n x k
Usage
1 | factor_extract(factordata, no_factors = 2)
|
Arguments
.data |
data from which the factors should be extracted |
nfactors |
number of factors that are going to be extracted |
Value
matrix with the extracted factors
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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