preorder {factorstochvol} | R Documentation |
Ad-hoc methods for determining the order of variables
Description
In factor SV models, the ordering of variables is often
chosen through a preliminary static factor analysis. These
methods are implemented in preorder
.
After a maximum likelihood factor model fit to the data,
factor loadings are ordered as follows: The variable with the
highest loading on factor 1 is placed first, the variable with
the highest loading on factor 2 second (unless this variable
is already placed first, in which case the variable with the
second highest loading is taken).
Usage
preorder(
dat,
factors = ledermann(ncol(dat)),
type = "fixed",
transload = identity
)
Arguments
dat |
Matrix containing the data, with |
factors |
Number of factors to be used, defaults to the Ledermann bound. |
type |
Can be "fixed" or "dynamic". The option "fixed"
means that that a |
transload |
Function for transforming the estimated factor loadings before ordering. Defaults to the identity function. |
Value
A vector of length m
with the ordering found.
See Also
ledermann