mcem_cov_plot {DGP4LCF}

Visualizing cross-correlations among factors.

Description

Visualizing cross-correlations among factors.

Usage

mcem_cov_plot(k, q, cov_input, title)

Arguments

k

A numeric scalar. Number of latent factors.

q

A numeric scalar. Number of time points in the covariance matrix of factors.

cov_input

A matrix of dimension (kq, kq). The covariance matrix of the vector obtained from vectorizing the matrix of latent factor scores.

title

A character. Title for the plot.

Value

Visualization of cross-correlations among factors.

Examples

# See examples in vignette
vignette("bsfadgp_regular_data_example", package = "DGP4LCF")
vignette("bsfadgp_irregular_data_example", package = "DGP4LCF")