cormat.l {Rnest}

A list containing 120 lists of correlation matrices and their underlying characteristics

Description

A list containing 120 lists of 24 \times 24 correlation matrices (R) built to represent different factor structures. Different levels of loadings (delta, .4, .5, .6, .7, .8), correlation between factors (corrfact, .0, .1, .2 .3), and. number of factors (nfactors, 1:8) are used. The list contained matrice (R), and their underlying characteristics (delta, corrfact, and nfactors).

Usage

cormat.l

Format

A list containing 120 matrices

Source

https://github.com/quantmeth