Predict factor scores using the predictor from object.
Usage
## S3 method for class 'FAmodel'
predict(object,
data = NULL, factorNames.=factorNames(object), ...)
## S3 method for class 'TSFmodel'
predict(object,
data = object$data, factorNames.=factorNames(object), ...)
Arguments
object
an object from which a matrix (predictor) can be extracted
to apply to the data.
data
data to which the predictor should be applied.
factorNames.
names to be given to the calculated predicted factor
scores.
...
additional arguments currently unused.
Details
If data is not supplied then it is extacted from object if possible
(which is normally the data the model was estimated with), and otherwise
an error is indicated. The
predicted factor scores are given by data %*% t(LB), where LB is the
factor score predictor matrix extracted from object.
This is the Barlett factor score coefficient matrix if TSFmodel
or TSFestModel objects were estimated with estTSF.ML.