| FA {GrFA} | R Documentation |
Classical factor analysis
Description
Classical factor analysis.
Usage
FA(X, r)
Arguments
X |
the observation data matrix of dimension |
r |
the factor numbers need to estimated. |
Value
F |
the estimated factors. |
L |
the estimated factor loadings. |
Author(s)
Jiaqi Hu
References
Bai, J., & Ng, S. (2002). Determining the number of factors in approximate factor models. Econometrica, 70(1), 191-221.
[Package GrFA version 0.1.1 Index]