Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!
Get Started for Free

ledermann

Ledermann bound for the number of factors


Description

In the static factor case, the Ledermann bound is the largest integer rank for which a unique decomposition of the covariance matrix is possible. (This is the largest possible number of factors which can be used for factanal.

Usage

ledermann(m)

Arguments

m

Number of component series.

Value

The Ledermann bound, a nonnegative integer.

See Also

preorder


factorstochvol

Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

v0.10.2
GPL (>= 2)
Authors
Gregor Kastner [aut, cre] (<https://orcid.org/0000-0002-8237-8271>), Darjus Hosszejni [ctb] (<https://orcid.org/0000-0002-3803-691X>)
Initial release

We don't support your browser anymore

Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.