solveFG {RCTS}

Helpfunction in update_g(), to calculate solve(FG x t(FG)) x FG

Description

Helpfunction in update_g(), to calculate solve(FG x t(FG)) x FG

Usage

solveFG(TT, S, kg, factor_group, testing = FALSE)

Arguments

TT

length of time series

S

number of groups

kg

vector with the estimated number of group specific factors for each group

factor_group

estimated group specific factors

testing

variable that determines if we are in 'testing phase'; defaults to FALSE (requires Matrix-package if set to TRUE)

Value

list: the number of elements in this list is equal to S (the number of groups). Each of the elements in this list has a number rows equal to the number of group specific factors, and TT columns.