compute_lambda {FARS}R Documentation

Compute Loadings (Lambda Matrix)

Description

Computes the full loadings matrix (Lambda) for the multilevel dynamic factor model, including global and lower-level block-specific loadings, by regressing observed data on previously extracted factors.

Usage

compute_lambda(Yorig, num_blocks, ranges, r_list, Factor_list, Loadings_list)

[Package FARS version 0.5.0 Index]