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lame (version 1.3.4)

.rotation_drift_diagnostic: Rotation-drift diagnostic for the canonical (U_t, G_t, V_t) trio

Description

Reports a scalar ratio comparing the variance of the raw G_t entries (per element across t) to the variance of the canonical G_t entries (after per-period SVD). When the raw / canonical variance ratio is large (>= 5), the apparent G_t time-variation is dominated by rotation drift in U_t, V_t rather than real temporal change. The canonicalisation removes that rotation and the canonical entries should be the user-facing summary.

Usage

.rotation_drift_diagnostic(G_cube_raw, U_cube, V_cube)

Value

list with ratio (numeric), var_raw (RA x RB), var_canonical (RA x RB), flag (logical: ratio >= 5)

Arguments

G_cube_raw

RA x RB x T raw (FFBS-sampled) G cube

U_cube

nA x RA x T raw U cube

V_cube

nB x RB x T raw V cube