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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>.
| Version: | 1.0.1 |
| Depends: | R (≥ 2.10) |
| Imports: | stats, stringr, sandwich |
| Suggests: | parallel, plm |
| Published: | 2023-10-30 |
| DOI: | 10.32614/CRAN.package.GCCfactor |
| Author: | Rui Lin [aut, cre], Yongcheol Shin [aut] |
| Maintainer: | Rui Lin <ruilin1081 at gmail.com> |
| License: | GPL (≥ 3) |
| NeedsCompilation: | no |
| CRAN checks: | GCCfactor results |
| Reference manual: | GCCfactor.pdf |
| Package source: | GCCfactor_1.0.1.tar.gz |
| Windows binaries: | r-devel: GCCfactor_1.0.1.zip, r-release: GCCfactor_1.0.1.zip, r-oldrel: GCCfactor_1.0.1.zip |
| macOS binaries: | r-release (arm64): GCCfactor_1.0.1.tgz, r-oldrel (arm64): GCCfactor_1.0.1.tgz, r-release (x86_64): GCCfactor_1.0.1.tgz, r-oldrel (x86_64): GCCfactor_1.0.1.tgz |
| Old sources: | GCCfactor archive |
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