ledermann {factorstochvol}

Ledermann bound for the number of factors

Description

In the static factor case, the Ledermann bound is the largest integer rank for which a unique decomposition of the covariance matrix is possible. (This is the largest possible number of factors which can be used for factanal.

Usage

ledermann(m)

Arguments

m

Number of component series.

Value

The Ledermann bound, a nonnegative integer.

See Also

preorder