Package: GCCfactor 1.0.1

GCCfactor: GCC Estimation of the Multilevel Factor Model

Provides methods for model selection, estimation, bootstrap 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 (2023) <doi:10.2139/ssrn.4295429>.

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

GCCfactor_1.0.1.tar.gz
GCCfactor_1.0.1.zip(r-4.5)GCCfactor_1.0.1.zip(r-4.4)GCCfactor_1.0.1.zip(r-4.3)
GCCfactor_1.0.1.tgz(r-4.5-any)GCCfactor_1.0.1.tgz(r-4.4-any)GCCfactor_1.0.1.tgz(r-4.3-any)
GCCfactor_1.0.1.tar.gz(r-4.5-noble)GCCfactor_1.0.1.tar.gz(r-4.4-noble)
GCCfactor_1.0.1.tgz(r-4.4-emscripten)GCCfactor_1.0.1.tgz(r-4.3-emscripten)
GCCfactor.pdf |GCCfactor.html✨
GCCfactor/json (API)

# Install 'GCCfactor' in R:
install.packages('GCCfactor', repos = c('https://rl1081.r-universe.dev', 'https://cloud.r-project.org'))
Datasets:
  • UKhouse - England and Wales House Price Growth Data Categorised by Regions

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 189 downloads 15 exports 11 dependencies

Last updated 1 years agofrom:d928294161. Checks:8 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKFeb 21 2025
R-4.5-winOKFeb 21 2025
R-4.5-macOKFeb 21 2025
R-4.5-linuxOKFeb 21 2025
R-4.4-winOKFeb 21 2025
R-4.4-macOKFeb 21 2025
R-4.3-winOKFeb 21 2025
R-4.3-macOKFeb 21 2025

Exports:AsymCI_local_loadingBartlettBS_global_compBS_global_factorBS_global_loadingBS_local_compBS_local_factorcheck_datadwBSGCCget_bwinfocritmultilevelpanel2listPC

Dependencies:cligluelatticelifecyclemagrittrrlangsandwichstringistringrvctrszoo