Package: GCCfactor 1.2.1

GCCfactor: GCC Estimation of the Multilevel Factor Model

Provides methods for model selection, estimation, inference, and simulation for the multilevel factor model, based on the principal component estimation and generalised canonical correlation approach. Details can be found in "Generalised Canonical Correlation Estimation of the Multilevel Factor Model." Lin and Shin (2025) <doi:10.2139/ssrn.4295429>.

Authors:Rui Lin [aut, cre], Yongcheol Shin [aut]

GCCfactor_1.2.1.tar.gz
GCCfactor_1.2.1.zip(r-4.7-any)GCCfactor_1.2.1.zip(r-4.6-any)GCCfactor_1.2.1.zip(r-4.5-any)
GCCfactor_1.2.1.tgz(r-4.6-any)GCCfactor_1.2.1.tgz(r-4.5-any)
GCCfactor_1.2.1.tar.gz(r-4.7-any)GCCfactor_1.2.1.tar.gz(r-4.6-any)
GCCfactor_1.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
GCCfactor/json (API)

# Install 'GCCfactor' in R:
install.packages('GCCfactor', repos = c('https://rl1081.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/rl1081/gccfactor/issues

Datasets:
  • UKhouse - England and Wales House Price Growth Data Categorised by Regions

On CRAN:

Conda:

3.30 score 1 scripts 330 downloads 13 exports 15 dependencies

Last updated from:aa15509b94. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK129
source / vignettesOK209
linux-releaseOK123
macos-releaseOK189
macos-oldrelOK217
windows-develOK94
windows-releaseOK84
windows-oldrelOK83
wasm-releaseOK82

Exports:check_dataGCCinfocritmultilevelpanel2listPCvcov_global_compvcov_global_factorvcov_global_loadingvcov_local_compvcov_local_factorvcov_local_loadingvcov_POET

Dependencies:cligluelatticelifecyclemagrittrMatrixplyrRcppreshape2rlangsandwichstringistringrvctrszoo