fitted.statfacmodBurSt {BurStFin}  R Documentation 
Variance Matrix From Statistical Factor Model
Description
Takes a statistical factor model object and produces the variance matrix that it represents.
Usage
## S3 method for class 'statfacmodBurSt'
fitted(object, output = "full", ...)
Arguments
object 
an object of class 
output 
a character string that must partially match one of:

... 
not used, but allows methods for inheriting objects to have additional arguments. 
Value
a numeric matrix of the variance represented by the factor model, or the systematic or specific variance portion of the model.
This has two additional attributes:
number.of.factors 
the number of factors used in the model. 
timestamp 
the date and time at which the model was originally created. 
Revision
This help was last revised 2012 February 12.
Author(s)
Burns Statistics
See Also
Examples
## Not run:
varfac < factor.model.stat(retmat, zero=TRUE, output="factor")
# perhaps modify loadings and uniquenesses for missing values
varian2 < fitted(varfac) # get variance matrix from factor model
specif < fitted(varfac, output="specific") # diagonal matrix
## End(Not run)
[Package BurStFin version 1.3 Index]