GulFM (version 0.5.0)

loading_metrics: Multi-metric evaluation of factor loading matrix estimation error

Description

Multi-metric evaluation of factor loading matrix estimation error

Usage

loading_metrics(A_true, A_hat)

Value

data.frame with MSE, RMSE, MAE, MaxDev, and Cosine similarity

Arguments

A_true

True loading matrix (p x m)

A_hat

Estimated loading matrix (p x m)

Examples

## simulated example
p <- 100; m <- 5
Ag_true  <- matrix(rnorm(p*m), p, m)
Ag_hat   <- Ag_true + matrix(rnorm(p*m, 0, 0.1), p, m)
metrics  <- loading_metrics(Ag_true, Ag_hat)
print(metrics)