ECC {REFA}

Estimation of errors for common component

Description

Estimation of errors for common component

Usage

ECC(Chat, C)

Arguments

Chat

The estimated common component

C

The true common component

Value

a numeric value of the ECC

Author(s)

Jiaqi Hu

References

Manuscript: Robust factor analysis with exponential squared loss

Examples

dat = gendata()
Y = dat$Y
F0 = dat$F0
L0 = dat$L0
C0 = F0 
res = REFA(dat$Y, r = 3)
Fhat = res$Fhat
Lhat = res$Lhat
Chat = Fhat 
ECC(Chat, C0)