icpx_pca: A function to return PCA predictions based on ICP estimated...

Description Usage Arguments Value

View source: R/pca_functions.R

Description

A wrapper function that calls icpx() to estimate the number of common factors, and then calls predict_using_factors() to return the aggregate predictions.

Usage

1
icpx_pca(X, W)

Arguments

X

A matrix of data

W

A matrix of weights

Value

A tbl of predictions of aggregate growth by year, using the number of common factors given by hatr


tweed1e/idiosyncratics documentation built on May 29, 2019, 10:51 a.m.