Package: DLEGFM 0.4.0

DLEGFM: Distributed Loading Estimation for General Factor Model

The load estimation method is based on a general factor model to solve the estimates of load and specific variance. The philosophy of the package is described in Guangbao Guo. (2022). <doi:10.1007/s00180-022-01270-z>.

Authors:Guangbao Guo [aut, cre, cph], Yaping Li [aut]

DLEGFM_0.4.0.tar.gz
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DLEGFM.pdf |DLEGFM.html
DLEGFM/json (API)

# Install 'DLEGFM' in R:
install.packages('DLEGFM', repos = c('https://guangbaog.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • DJIA - Dow Jones industrial average
  • ISE - Istanbul Stock Exchange
  • SECI - New York Stock Exchange Composite Index
  • SPP - Stock Portfolio Performance

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 138 downloads 12 exports 2 dependencies

Last updated 9 months agofrom:4325355a25. Checks:OK: 3 NOTE: 4. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 27 2024
R-4.5-winOKOct 27 2024
R-4.5-linuxOKOct 27 2024
R-4.4-winNOTEOct 27 2024
R-4.4-macNOTEOct 27 2024
R-4.3-winNOTEOct 27 2024
R-4.3-macNOTEOct 27 2024

Exports:BlPCDBlPCDFanPCDGaoPCDGulPCDPCDPPCFanPCGaoPCGulPCPCPPC

Dependencies:elasticnetlars