SigFqInv {HiDimDA}

SigFqInv objects: precision (inverse of covariance) matrices associated with a q-factor model

Description

Creates a ‘SigFqInv’ object.

Usage

SigFqInv(D, B, p, q, optres=NULL)

Arguments

D

A p-dimensional vector with the specific variances of the assumed factor model.

B

A p by q matrix with the loadings of assumed factor model.

p

The full dimensionality (i.e., the number of original variables) of the process being modelled.

q

The number of factors in the assumed factor model.

optres

The full optimization results provided by the error minimization algorithm used to find SigFq parameters.

Value

An object of class ‘SigFqInv’ for which the generic method ‘as.matrix’ (converting to a traditional numeric matrix), as well as specialized methods for matrix inversion, multiplication, and element-wise arithmetic operations, are available.

See Also

FrobSigAp, solve.SigFqInv, LeftMult.SigFqInv, RightMult.SigFqInv, SigFq