gdpc: Generalized Dynamic Principal Components

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>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: NEWS
In views: TimeSeries
CRAN checks: gdpc results


Reference manual: gdpc.pdf
Package source: gdpc_1.0.3.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: gdpc_1.0.3.tgz
OS X Mavericks binaries: r-oldrel: gdpc_1.0.3.tgz
Old sources: gdpc archive

Reverse dependencies:

Reverse imports: odpc


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