Package: factormodel
Title: Factor Model Estimation Using Proxy Variables
Version: 1.0
Authors@R: 
    person(given = "Yujung",
           family = "Hwang",
           role = c("aut", "cre"),
           email = "yujungghwang@gmail.com",
           comment = c(ORCID = "https://orcid.org/0000-0002-8136-8987"))
Description: 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>).
License: GPL-3
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.1.1
Imports: dplyr, nnet, pracma, stats, utils, gtools
Suggests: knitr, rmarkdown
VignetteBuilder: knitr
Repository: https://yujunghwang.r-universe.dev
Date/Publication: 2021-06-18 17:02:18 UTC
RemoteUrl: https://github.com/yujunghwang/factormodel
RemoteRef: HEAD
RemoteSha: 1f3f0fc544c307330988693dfc6683305a86dbe9
NeedsCompilation: no
Packaged: 2026-06-21 10:37:28 UTC; root
Author: Yujung Hwang [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-8136-8987>)
Maintainer: Yujung Hwang <yujungghwang@gmail.com>