EFM (version 1.3.0)

PPC: PPC: Principal Projection Components

Description

Principal component projection method that extracts factor loadings and specific variances through a projection matrix.

Usage

PPC(data, m)

Value

List with Apro (loadings), Dpro (specific variances), Sigmahatpro.

Arguments

data

T x N data matrix.

m

Number of components.

Examples

if (FALSE) {
set.seed(123)
N <- 100; T <- 150; m.true <- 3
dat <- matrix(rnorm(T * N), T, N)
ppc.out <- EFM::PPC(dat, m = m.true)
print(round(ppc.out$Apro[1:5, 1:3], 3))
}