Man pages for GCCfactor
GCC Estimation of the Multilevel Factor Model

check_dataCheck validity of the data and headers
GCCGeneralised canonical correlation estimation for the global...
infocritSelection criteria for the approximate factor model
multilevelFull estimation of the multilevel factor model
panel2listdata.frame to list of data matrices
PCPrincipal component (PC) estimation of the approximate factor...
summary.multi_resultPrint the relative importance ratios
UKhouseEngland and Wales House Price Growth Data Categorised by...
vcov_global_compGet the variance estimates of the global component
vcov_global_factorGet the covariance estimates for the global factors
vcov_global_loadingGet the covariance estimates for the global factor loadings
vcov_local_compGet the variance estimates of the local component
vcov_local_factorGet the covariance estimates for the local factors
vcov_local_loadingGet the covariance estimates for the local factor loadings
vcov_POETPOET estimation of the covariance for the error terms
GCCfactor documentation built on Dec. 5, 2025, 9:06 a.m.