R: GCC Estimation of the Multilevel Factor Model

# GCC Estimation of the Multilevel Factor Model

## Documentation for package ‘GCCfactor’ version 1.1.0

- DESCRIPTION file.

## Help Pages

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