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FARS (version 0.7.1)

build_factor_structure: Build Factor Structure for Multi-level Dynamic Factor Model

Description

Constructs a named list defining the factor structure across global, middle-layer, and local levels,

Usage

build_factor_structure(
  global = 1,
  local = NULL,
  middle_layer = NULL,
  num_blocks = NULL
)

Value

A named list where each name corresponds to a block or group of blocks (e.g., "1", "1-3"), and the value is the number of factors associated with that node.

Arguments

global

Integer. Number of global factors extracted from the entire dataset.

local

Integer vector of length blocks. Specifies the number of local factors for each block.

middle_layer

Named list. Each name is a string specifying a group of blocks (e.g., "1-3" or "2-3"), and each value is the number of factors to extract.

num_blocks

Integer. Number of blocks into which the data is divided.