factormodel
Factor Model Estimation Using Proxy Variables
Description
Functions to estimate a factor model using discrete and continuous proxy variables. The function 'dproxyme' estimates a factor model of discrete proxy variables using an EM algorithm (Dempster, Laird, Rubin (1977) <doi:10.1111/j.2517-6161.1977.tb01600.x>; Hu (2008) <doi:10.1016/j.jeconom.2007.12.001>; Hu(2017) <doi:10.1016/j.jeconom.2017.06.002> ). The function 'cproxyme' estimates a linear factor model (Cunha, Heckman, and Schennach (2010) <doi:10.3982/ECTA6551>).
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CRAN Check Status
Show all 13 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 | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| 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 details (2 non-OK)
dependencies in R code
Namespace in Imports field not imported from: ‘dplyr’ All declared Imports should be used.
dependencies in R code
Namespace in Imports field not imported from: ‘dplyr’ All declared Imports should be used.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
dependencies in R code
Namespace in Imports field not imported from: ‘dplyr’ All declared Imports should be used.
dependencies in R code
Namespace in Imports field not imported from: ‘dplyr’ All declared Imports should be used.
Code
Structure
Lines of code
829
Files
20
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
5
Internal functions
0
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
100%
\dontrun example ratio
0%
Roxygen coverage
100%
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
–
System requirements
–
C++ standard
–
License
GPL-3
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2021-06-04
Latest release
2021-06-04
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.
Reverse Dependencies (1)
imports
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Jun 4, 2021. Releases before tracking aren’t shown.