GCCfactor
1.1.6GCC Estimation of the Multilevel Factor Model
Overview
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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Health
- OK2026-03-2714 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-03-2511 OK · 0 NOTE · 0 WARNING · 3 ERROR · 0 FAILURE
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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Dependencies
Nothing depends on this yet.
Code & Tests
- Cyclomatic complexity
- 4.0 median / 12 max
- Documented parameters
- 100%
Test coverage
Line coverage
–
Expression
–
Tests / Examples
–
Functions
17 14 exported
Complexity
4.2 avg / 12 max
Call network
17 nodes / 16 edges
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Call graph
Open call graph →Lowest coverage
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People & History
8 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- First published
- 2023-10-13
- Total releases
- 8 / 3 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 1.0 MB / 1 file
- Download size
- 1.0 MB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet