calculate_FL_group_estimated {RCTS}

Returns the estimated groupfactorstructure.

Description

Returns the estimated groupfactorstructure.

Usage

calculate_FL_group_estimated(
  lg,
  fg,
  g,
  NN,
  TT,
  S,
  k,
  kg,
  num_factors_may_vary = TRUE
)

Arguments

lg

loadings of estimated group factors

fg

estimated group factors

g

Vector with estimated group membership for all individuals

NN

number of time series

TT

length of time series

S

number of estimated groups

k

number of common factors to be estimated

kg

number of group specific factors to be estimated

num_factors_may_vary

whether or not the number of groupfactors is constant over all groups or not

Value

list with NjxT matrices