Last data update: 2014.03.03
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R: Calculate Explained Portion of Data
Calculate Explained Portion of Data
Description
Calculate portion of the data (indicators) explained by the factors.
Usage
explained(object, ...)
## S3 method for class 'TSFmodel'
explained(object, f=factors(object),
names=seriesNames(object), ...)
## S3 method for class 'FAmodel'
explained(object, f=factors(object),
names=dimnames(loadings(object))[[1]], ...)
Arguments
object |
A TSFmodel or TSFestModel.
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f |
Factor values to use with the model.
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names |
A vector of strings to use for the output series.
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... |
arguments passed to other methods.
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Value
A time series matrix.
Author(s)
Paul Gilbert
See Also
TSFmodel ,
predict ,
estTSF.ML ,
simulate ,
tfplot.TSFmodel ,
Results
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