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GCCfactor  

GCC Estimation of the Multilevel Factor Model
View on CRAN: Click here


Download and install GCCfactor package within the R console
Install from CRAN:
install.packages("GCCfactor")

Install from Github:
library("remotes")
install_github("cran/GCCfactor")

Install by package version:
library("remotes")
install_version("GCCfactor", "1.0.1")



Attach the package and use:
library("GCCfactor")
Maintained by
Rui Lin
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-10-13
Latest Update: 2023-10-30
Description:
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) .
How to cite:
Rui Lin (2023). GCCfactor: GCC Estimation of the Multilevel Factor Model. R package version 1.0.1, https://cran.r-project.org/web/packages/GCCfactor. Accessed 21 Nov. 2024.
Previous versions and publish date:
1.0 (2023-10-13 14:50)
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Full GCCfactor package functions and examples
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