Package: GCCfactor 1.2.0

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_1.2.0.tar.gz
GCCfactor_1.2.0.zip(r-4.7-any)GCCfactor_1.2.0.zip(r-4.6-any)GCCfactor_1.2.0.zip(r-4.5-any)
GCCfactor_1.2.0.tgz(r-4.6-any)GCCfactor_1.2.0.tgz(r-4.5-any)
GCCfactor_1.2.0.tar.gz(r-4.7-any)GCCfactor_1.2.0.tar.gz(r-4.6-any)
GCCfactor_1.2.0.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:

3.18 score 1 scripts 299 downloads 14 exports 15 dependencies

Last updated from:f2375979c4. Checks:9 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-x86_64OK135
source / vignettesOK208
linux-release-x86_64OK148
macos-release-arm64OK168
macos-oldrel-arm64OK137
windows-develOK92
windows-releaseOK102
windows-oldrelOK85
wasm-releaseOK109

Exports:check_dataGCCinfocritmultilevelpanel2listPCsummary.multi_resultvcov_global_compvcov_global_factorvcov_global_loadingvcov_local_compvcov_local_factorvcov_local_loadingvcov_POET

Dependencies:cligluelatticelifecyclemagrittrMatrixplyrRcppreshape2rlangsandwichstringistringrvctrszoo