| PC {DLEGFM} | R Documentation |
Loading Estimation for General Factor Model
Description
This function estimates the load and residual terms based on the general factor model and calculates the estimated values.
Usage
PC(data,m)
Arguments
data |
The data is a highly correlated data set |
m |
The m is the number of principal component |
Value
Ahat |
estimation of load value |
Dhat |
estimation of error term |
Sigmahat |
estimation of covariance |
Author(s)
Guangbao Guo, Yaping Li
Examples
PC(data=ISE,m=3)
[Package DLEGFM version 0.4.0 Index]