calculate_FL_group_true {RCTS}

Calculate the true groupfactorstructure.

Description

Calculate the true groupfactorstructure.

Usage

calculate_FL_group_true(
  lgt,
  fgt,
  g_true,
  NN,
  TT,
  S_true,
  k_true,
  kg_true,
  num_factors_may_vary = TRUE,
  dgp1_AB_local = FALSE
)

Arguments

lgt

true group factor loadings

fgt

true group factors

g_true

vector of length NN with true group memberships

NN

number of time series

TT

length of time series

S_true

true number of groups

k_true

true number of common factors

kg_true

true number of group factors for each group

num_factors_may_vary

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

dgp1_AB_local

gives information about which DGP we use; TRUE of FALSE

Value

list with NjxT matrices