icpx: Calculate ICP rules for common factors
In tweed1e/idiosyncratics:
Description
Usage
Arguments
Value
Examples
View source: R/pca_functions.R
Description
Given a matrix, calculate ICP rules for
the number of common factors
Usage
1
icpx(X)
Arguments
X
A matrix
Value
A list of factor numbers calculated using
icp rules.
Examples
1
2
3
4
asm <- fakedata::fake_panel(N = 50, T = 10, missing = 0.1)
asm <- asm %>% rename(industry = I, g_i = g) %>% add_weights() %>% balance_panel(id, year)
X <- get_matrix(asm)
icpx(X)
tweed1e/idiosyncratics documentation built on May 29, 2019, 10:51 a.m.
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.
Description Usage Arguments Value Examples
View source: R/pca_functions.R
Description
Given a matrix, calculate ICP rules for the number of common factors
Usage
1 | icpx(X)
|
Arguments
X |
A matrix |
Value
A list of factor numbers calculated using icp rules.
Examples
1 2 3 4 | asm <- fakedata::fake_panel(N = 50, T = 10, missing = 0.1)
asm <- asm %>% rename(industry = I, g_i = g) %>% add_weights() %>% balance_panel(id, year)
X <- get_matrix(asm)
icpx(X)
|
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.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.