Functions to compute the Generalized Dynamic Principal Components
introduced in Peña and Yohai (2016) <doi:10.1080/01621459.2015.1072542>.
Version: |
1.0.3 |
Depends: |
R (≥ 3.3.1) |
Imports: |
xts, zoo, methods, Rcpp (≥ 0.12.7), parallel, doParallel, foreach |
LinkingTo: |
Rcpp, RcppArmadillo (≥ 0.7.500.0.0) |
Published: |
2017-12-01 |
Author: |
Daniel Peña,
Ezequiel Smucler,
Victor Yohai |
Maintainer: |
Ezequiel Smucler <ezequiels.90 at gmail.com> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
yes |
Materials: |
NEWS |
In views: |
TimeSeries |
CRAN checks: |
gdpc results |