preorder
.
After a maximum likelihood factor model fit to the data,
factor loadings are ordered as follows: The variable with the
highest loading on factor 1 is placed first, the variable with
the highest loading on factor 2 second (unless this variable
is already placed first, in which case the variable with the
second highest loading is taken).
preorder(dat, factors = ledermann(ncol(dat)), type = "fixed", transload = identity)
n
rows
(points in time) and m
columns (component series).factors
-factor model is fit once and
the entire ordering is determined according to this fit
(the default). The option "dynamic" means that
the model is re-fit factors
times with the number of
factors going from 1 to
factors
and in each round the correspondingly largest
loading is chosen.m
with the ordering found.