mcem_cov_plot function

Visualizing cross-correlations among factors.

mcem_cov_plot(k, q, cov_input, title)

Arguments

• k: A numeric scalar. Number of latent factors.
• q: A numeric scalar. Number of time points in the covariance matrix of factors.
• cov_input: A matrix of dimension (kq, kq). The covariance matrix of the vector obtained from vectorizing the matrix of latent factor scores.
• title: A character. Title for the plot.

Returns

Visualization of cross-correlations among factors.

Examples

# See examples in vignette
vignette("bsfadgp_regular_data_example", package = "DGP4LCF")
vignette("bsfadgp_irregular_data_example", package = "DGP4LCF")