Bartlett

Evaluate the Bartlett kernel function: \(Bartlett(x)=1-|x|\) if
\(|x|\leq 1\) and \(Bartlett(x)=1-|x|\) otherwise.

Provides methods for model selection, estimation, bootstrap inference, and simulation for the
multilevel factor model, based on the principal component estimation and generalised
canonical correlation approach. Details can be found in "Generalised Canonical Correlation
Estimation of the Multilevel Factor Model." Lin and Shin (2023) <doi:10.2139/ssrn.4295429>.

Rui Lin

GCCfactor

GCC Estimation of the Multilevel Factor Model

Yongcheol Shin

Bartlett function

<dl><dt>x</dt>
<dd>A single numeric.</dd></dl>

Arguments

Bartlett kernel function — Bartlett

<dl>

<dt>x</dt>
<dd>A single numeric.</dd>

</dl>

Bartlett: Bartlett kernel function

Description

Usage

Value

Arguments

Examples