https://gabbocg.r-universe.devRecent package updates in gabbocgR-universehttps://github.com/gabbocg.pnghttps://gabbocg.r-universe.devSat, 11 Jul 2026 16:22:57 GMTgabriel.cabrera.guz@gmail.com (Gabriel Cabrera)Implements five factor extraction methods for asset pricing and macroeconomic forecasting: principal component analysis (PCA), partial least squares (PLS), scaled PCA (sPCA) of Huang, Jiang, Li, Tong, and Zhou (2022) <doi:10.1287/mnsc.2021.4020>, the reduced-rank approach (RRA) of He, Huang, Li, and Zhou (2023) <doi:10.1287/mnsc.2022.4563>, and Instrumented PCA (IPCA) of Kelly, Pruitt, and Su (2019) <doi:10.1016/j.jfineco.2019.05.001>.https://github.com/r-universe/gabbocg/actions/runs/29185188492Sat, 11 Jul 2026 16:22:57 GMTsdim0.1.0.9000successhttps://gabbocg.r-universe.devhttps://github.com/gabbocg/sdimsdim.Rmdsdim.htmlGet started with sdim2026-04-22 16:13:112026-05-27 19:53:57ipca-grunfeld.Rmdipca-grunfeld.htmlIPCA with the Grunfeld dataset2026-04-23 12:09:392026-05-27 19:53:57he2023-table3.Rmdhe2023-table3.htmlReplicating He et al. (2023)2026-04-22 16:13:112026-05-28 09:26:46huang2022-table4.Rmdhuang2022-table4.htmlReplicating Huang et al. (2022)2026-04-22 16:13:112026-05-28 09:26:46