TR {REFA}

Trace ratios

Description

Trace ratios

Usage

TR(Fhat, F0)

Arguments

Fhat

The estimated factors.

F0

The true factors.

Value

a numeric value of the trace ratios.

Author(s)

Jiaqi Hu

References

Manuscript: Robust factor analysis with exponential squared loss

Examples

dat = gendata()
Y = dat$Y
F0 = dat$F0
res = REFA(dat$Y, r = 3)
Fhat = res$Fhat
TR(Fhat, F0)