GCCfactor
GCC Estimation of the Multilevel Factor Model
v1.1.4
·
Dec 4, 2025
·
GPL (>= 3)
Description
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>.
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CRAN Check Status
14
OK
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 27, 2026
ERROR 11 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE Mar 24, 2026
ERROR
r-devel-linux-x86_64-debian-gcc
examples
Running examples in ‘GCCfactor-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: vcov_global_comp
> ### Title: Get the variance estimates of the global component
> ### Aliases: vcov
...[truncated]...
arguments
Error in bwNeweyWest(x, order.by = order.by, prewhite = prewhite, ar.method = ar.method, :
VAR(1) prewhitening of estimating functions failed
Calls: vcov_global_comp -> vcov_global_loading -> <Anonymous> -> bwNeweyWest
Execution halted
ERROR
r-devel-linux-x86_64-fedora-clang
examples
Running examples in ‘GCCfactor-Ex.R’ failed The error most likely occurred in: > ### Name: vcov_global_comp > ### Title: Get the variance estimates of the global component > ### Aliases: vcov_global_comp > > ### ** Examples > > panel <- UKhouse # ...[truncated]... arguments Error in bwNeweyWest(x, order.by = order.by, prewhite = prewhite, ar.method = ar.method, : VAR(1) prewhitening of estimating functions failed Calls: vcov_global_comp -> vcov_global_loading -> <Anonymous> -> bwNeweyWest Execution halted
ERROR
r-devel-linux-x86_64-fedora-gcc
examples
Running examples in ‘GCCfactor-Ex.R’ failed The error most likely occurred in: > ### Name: vcov_global_comp > ### Title: Get the variance estimates of the global component > ### Aliases: vcov_global_comp > > ### ** Examples > > panel <- UKhouse # ...[truncated]... arguments Error in bwNeweyWest(x, order.by = order.by, prewhite = prewhite, ar.method = ar.method, : VAR(1) prewhitening of estimating functions failed Calls: vcov_global_comp -> vcov_global_loading -> <Anonymous> -> bwNeweyWest Execution halted