The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

factormodel: Factor Model Estimation Using Proxy Variables

Functions to estimate a factor model using discrete and continuous proxy variables. The function 'dproxyme' estimates a factor model of discrete proxy variables using an EM algorithm (Dempster, Laird, Rubin (1977) <doi:10.1111/j.2517-6161.1977.tb01600.x>; Hu (2008) <doi:10.1016/j.jeconom.2007.12.001>; Hu(2017) <doi:10.1016/j.jeconom.2017.06.002> ). The function 'cproxyme' estimates a linear factor model (Cunha, Heckman, and Schennach (2010) <doi:10.3982/ECTA6551>).

Version: 1.0
Imports: dplyr, nnet, pracma, stats, utils, gtools
Suggests: knitr, rmarkdown
Published: 2021-06-04
DOI: 10.32614/CRAN.package.factormodel
Author: Yujung Hwang ORCID iD [aut, cre]
Maintainer: Yujung Hwang <yujungghwang at gmail.com>
License: GPL-3
NeedsCompilation: no
Materials: README
CRAN checks: factormodel results

Documentation:

Reference manual: factormodel.pdf
Vignettes: factormodel

Downloads:

Package source: factormodel_1.0.tar.gz
Windows binaries: r-devel: factormodel_1.0.zip, r-release: factormodel_1.0.zip, r-oldrel: factormodel_1.0.zip
macOS binaries: r-release (arm64): factormodel_1.0.tgz, r-oldrel (arm64): factormodel_1.0.tgz, r-release (x86_64): factormodel_1.0.tgz, r-oldrel (x86_64): factormodel_1.0.tgz

Reverse dependencies:

Reverse imports: bndovb

Linking:

Please use the canonical form https://CRAN.R-project.org/package=factormodel to link to this page.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.