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-4.4-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'))

Peer review:

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 185 downloads 15 exports 11 dependencies

Last updated 1 years agofrom:d928294161. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 23 2024
R-4.5-winOKNov 23 2024
R-4.5-linuxOKNov 23 2024
R-4.4-winOKNov 23 2024
R-4.4-macOKNov 23 2024
R-4.3-winOKNov 23 2024
R-4.3-macOKNov 23 2024

Exports:AsymCI_local_loadingBartlettBS_global_compBS_global_factorBS_global_loadingBS_local_compBS_local_factorcheck_datadwBSGCCget_bwinfocritmultilevelpanel2listPC

Dependencies:cligluelatticelifecyclemagrittrrlangsandwichstringistringrvctrszoo