Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) .

Documentation

Manual: gdpc.pdf
Vignette: None available.

Maintainer: Ezequiel Smucler <ezequiels.90 at gmail.com>

Author(s): Daniel Peña <daniel.pena at uc3m.es>, Ezequiel Smucler <ezequiels.90 at gmail.com>, Victor Yohai <vyohai at dm.uba.ar>

Install package and any missing dependencies by running this line in your R console:

install.packages("gdpc")

Depends R (>= 3.3.1)
Imports xts, zoo, methods, Rcpp(>=0.12.7), parallel, doParallel, foreach
Suggests
Enhances
Linking to Rcpp, RcppArmadillo(>=0.7.500.0.0)
Reverse
depends
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imports
odpc
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suggests
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enhances
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linking to

Package gdpc
Materials
URL
Task Views TimeSeries
Version 1.0.2
Published 2017-02-22
License GPL (>= 2)
BugReports
SystemRequirements
NeedsCompilation yes
Citation
CRAN checks gdpc check results
Package source gdpc_1.0.2.tar.gz