Package: GCCfactor 1.1.6
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:
GCCfactor_1.1.6.tar.gz
GCCfactor_1.1.6.zip(r-4.7)GCCfactor_1.1.6.zip(r-4.6)GCCfactor_1.1.6.zip(r-4.5)
GCCfactor_1.1.6.tgz(r-4.6-any)GCCfactor_1.1.6.tgz(r-4.5-any)
GCCfactor_1.1.6.tar.gz(r-4.7-any)GCCfactor_1.1.6.tar.gz(r-4.6-any)
GCCfactor_1.1.6.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
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')) |
- UKhouse - England and Wales House Price Growth Data Categorised by Regions
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:358948f465. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-x86_64 | OK | 135 | ||
| source / vignettes | OK | 184 | ||
| linux-release-x86_64 | OK | 122 | ||
| macos-release-arm64 | OK | 175 | ||
| macos-oldrel-arm64 | OK | 176 | ||
| windows-devel | OK | 105 | ||
| windows-release | OK | 88 | ||
| windows-oldrel | OK | 89 | ||
| wasm-release | OK | 106 |
Exports:check_dataGCCinfocritmultilevelpanel2listPCsummary.multi_resultvcov_global_compvcov_global_factorvcov_global_loadingvcov_local_compvcov_local_factorvcov_local_loadingvcov_POET
Dependencies:cligluelatticelifecyclemagrittrMatrixplyrRcppreshape2rlangsandwichstringistringrvctrszoo
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Check validity of the data and headers | check_data |
| Generalised canonical correlation estimation for the global factors | GCC |
| Selection criteria for the approximate factor model | infocrit |
| Full estimation of the multilevel factor model | multilevel |
| data.frame to list of data matrices | panel2list |
| Principal component (PC) estimation of the approximate factor model | PC |
| Print the relative importance ratios | summary.multi_result |
| England and Wales House Price Growth Data Categorised by Regions | UKhouse |
| Get the variance estimates of the global component | vcov_global_comp |
| Get the covariance estimates for the global factors | vcov_global_factor |
| Get the covariance estimates for the global factor loadings | vcov_global_loading |
| Get the variance estimates of the local component | vcov_local_comp |
| Get the covariance estimates for the local factors | vcov_local_factor |
| Get the covariance estimates for the local factor loadings | vcov_local_loading |
| POET estimation of the covariance for the error terms | vcov_POET |
