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FARS (version 0.7.1)

apply_identifications: Apply Identification Constraints to Factors and Loadings

Description

Applies identification constraints to factors and loadings.

Usage

apply_identifications(
  data,
  num_blocks,
  ranges,
  r_list,
  current_factors,
  factor_list,
  loadings_list
)

Value

A list containing:

factor_list

An updated named list of identified factors.

final_factors

A matrix containing identified factors.

loadings

A matrix of identified factor loadings.

Arguments

data

A numeric matrix or data frame containing the observed time series (T × N).

num_blocks

Integer. The number of blocks.

ranges

A list of vectors with the column indices corresponding to each block.

r_list

A named list specifying the number of factors for each node (from build_factor_structure).

current_factors

A numeric matrix with the current estimate of all factors (T × total factors).

factor_list

A named list of factors per node (from compute_initial_factors).

loadings_list

A named list of loadings per node.