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DLEGFM (version 0.4.0)

Distributed Loading Estimation for General Factor Model

Description

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). .

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Version

Install

install.packages('DLEGFM')

Monthly Downloads

153

Version

0.4.0

License

MIT + file LICENSE

Maintainer

Guangbao Guo

Last Published

February 22nd, 2024

Functions in DLEGFM (0.4.0)

PC

Loading Estimation for General Factor Model
DPPC

Distributed Loading Estimation for General Factor Model
PPC

Loading Estimation for General Factor Model
SECI

New York Stock Exchange Composite Index
SPP

Stock Portfolio Performance
DPC

Distributed Loading Estimation for General Factor Model
DGulPC

Distributed Loading Estimation for General Factor Model
GaoPC

Loading Estimation for General Factor Model
DJIA

Dow Jones industrial average
BlPC

Loading Estimation for General Factor Model
FanPC

Loading Estimation for General Factor Model
DGaoPC

Distributed Loading Estimation for General Factor Model
DFanPC

Distributed Loading Estimation for General Factor Model
DBlPC

Distributed Loading Estimation for General Factor Model
GulPC

Loading Estimation for General Factor Model
ISE

Istanbul Stock Exchange