Man pages for GCCfactor
GCC Estimation of the Multilevel Factor Model
| AsymCI_local_loading | Get an asymptotic confidence interval for the local component |
| Bartlett | Bartlett kernel function |
| BS_global_comp | Get a bootstrap confidence interval for the global component |
| BS_global_factor | Get bootstrap confidence intervals for the global factors |
| BS_global_loading | Get a bootstrap confidence interval for the global factor... |
| BS_local_comp | Get a bootstrap confidence interval for the global component |
| BS_local_factor | Get a bootstrap confidence interval for the local factors |
| check_data | Check validity of the data and headers |
| dwBS | Dependent wild bootstrap for resampling time series |
| GCC | Generalised canonical correlation estimation for the global... |
| get_bw | Get an optimal bandwidth using Bartlett kernel |
| 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... |
| summary.multi_result | Print the relative importance ratios |
| UKhouse | England and Wales House Price Growth Data Categorised by... |
