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DynamicFactor

scirs2_stats::dynamic_factor

Struct DynamicFactor 

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pub struct DynamicFactor {
    pub n_factors: usize,
    pub n_vars: usize,
    pub n_lags: usize,
}
Expand description

Specification of a Dynamic Factor Model before estimation.

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§n_factors: usize

Number of latent factors r.

§n_vars: usize

Number of observed variables K.

§n_lags: usize

Number of VAR lags p.

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impl DynamicFactor

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pub fn new(n_factors: usize, n_vars: usize, n_lags: usize) -> StatsResult<Self>

Create a new DFM specification.

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impl Clone for DynamicFactor

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fn clone(&self) -> DynamicFactor

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl Debug for DynamicFactor

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more

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🔬This is a nightly-only experimental API. (clone_to_uninit)
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