GCC Estimation of the Multilevel Factor Model

Documentation for package ‘GCCfactor’ version 1.1.0

check_data	Check validity of the data and headers
GCC	Generalised canonical correlation estimation for the global factors
infocrit	Selection criteria for the approximate factor model
multilevel	Full estimation of the multilevel factor model
panel2list	data.frame to list of data matrices
PC	Principal component (PC) estimation of the approximate factor model
summary.multi_result	Print the relative importance ratios
UKhouse	England and Wales House Price Growth Data Categorised by Regions
vcov_global_comp	Get the variance estimates of the global component
vcov_global_factor	Get the covariance estimates for the global factors
vcov_global_loading	Get the covariance estimates for the global factor loadings
vcov_local_comp	Get the variance estimates of the local component
vcov_local_factor	Get the covariance estimates for the local factors
vcov_local_loading	Get the covariance estimates for the local factor loadings