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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.1.6 |
rolling source/ R- | GCCfactor_1.1.6.tar.gz |
1.0 MiB |
1.1.6 |
rolling linux/jammy R-4.5 | GCCfactor_1.1.6.tar.gz |
1.0 MiB |
1.1.6 |
latest source/ R- | GCCfactor_1.1.6.tar.gz |
1.0 MiB |
1.1.6 |
latest linux/jammy R-4.5 | GCCfactor_1.1.6.tar.gz |
1.0 MiB |
1.1.6 |
2026-04-23 source/ R- | GCCfactor_1.1.6.tar.gz |
1.0 MiB |
1.1.5 |
2026-04-09 windows/windows R-4.5 | GCCfactor_1.1.5.zip |
1.0 MiB |
1.0.1 |
2025-04-20 source/ R- | GCCfactor_1.0.1.tar.gz |
1.0 MiB |