Computes the full loadings matrix for the Multi-Level Dynamic Factor Model.
compute_loadings(data, num_blocks, ranges, r_list, factor_list, loadings_list)A list with:
A numeric matrix (total factors × total variables) with estimated loadings.
An updated named list of loadings for each node.
A numeric matrix or data frame containing the time series data (T × N).
Integer. Number of blocks.
A list of vectors with the column indices for each block.
A named list specifying the number of factors to extract for each node (from build_factor_structure).
A named list of factors extracted at each node (from compute_initial_factors).
A named list to which updated loadings will be appended for each node.