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]