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_0.4.0.tgz(r-4.4-any)DLEGFM_0.4.0.tgz(r-4.3-any)
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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.

12 exports 0.09 score 2 dependencies 183 downloads

Last updated 7 months agofrom:4325355a25. Checks:OK: 1 NOTE: 6. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 21 2024
R-4.5-winNOTEAug 21 2024
R-4.5-linuxNOTEAug 21 2024
R-4.4-winNOTEAug 21 2024
R-4.4-macNOTEAug 21 2024
R-4.3-winNOTEAug 21 2024
R-4.3-macNOTEAug 21 2024

Exports:BlPCDBlPCDFanPCDGaoPCDGulPCDPCDPPCFanPCGaoPCGulPCPCPPC

Dependencies:elasticnetlars