REFA (version 0.2.0)

ECC: Estimation of errors for common component

Description

Estimation of errors for common component

Usage

ECC(Chat, C0)

Value

A numeric value of the ECC.

Arguments

Chat

The estimated common component.

C0

The true common component.

Author

Jiaqi Hu

References

Robust factor analysis with exponential squared loss. Jiaqi Hu, Tingyin Wang, Xueqin Wang. Journal of Multivariate Analysis 2026, 213 105567; doi:10.1016/j.jmva.2025.105567

Examples

# \donttest{
dat = gendata()
Y = dat$Y
F0 = dat$F0
L0 = dat$L0
C0 = F0 %*% t(L0)
res = REFA(dat$Y, r = 3)
Fhat = res$Fhat
Lhat = res$Lhat
Chat = Fhat %*% t(Lhat)
ECC(Chat, C0)
# }