DFanPC

This function estimates the load and residual terms based on the general factor model and calculates the estimated values.

The load estimation method is based on a general factor model to solve the estimates of load and specific variance. The philosophy of the package is described in Guangbao Guo. (2022). <doi:10.1007/s00180-022-01270-z>.

Guangbao Guo

DLEGFM

Distributed Loading Estimation for General Factor Model

Yaping Li

DFanPC function

<dl><dt>data</dt>
<dd>The data is total data set</dd><dt>m</dt>
<dd>The m is the number of principal component</dd><dt>n1</dt>
<dd>The n1 is the length of each data subset</dd><dt>K</dt>
<dd>The K is the number of nodes</dd></dl>

Arguments

Author

Distributed Loading Estimation for General Factor Model — DFanPC

<dl>

<dt>data</dt>
<dd>The data is total data set</dd>

<dt>m</dt>
<dd>The m is the number of principal component</dd>

<dt>n1</dt>
<dd>The n1 is the length of each data subset</dd>

<dt>K</dt>
<dd>The K is the number of nodes</dd>

</dl>

DFanPC: Distributed Loading Estimation for General Factor Model

Description

Usage

Value

Arguments

Author

Examples