REFA (version 0.2.0)

TR: Trace ratios

Description

Trace ratios

Usage

TR(Fhat, F0)

Value

A numeric value of the trace ratios.

Arguments

Fhat

The estimated factors.

F0

The true factors.

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
res = REFA(dat$Y, r = 3)
Fhat = res$Fhat
TR(Fhat, F0)
# }