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To cite gdpc in publications use:

Peña D, Smucler E, Yohai VJ (2020). “gdpc: An R Package for Generalized Dynamic Principal Components.” Journal of Statistical Software, Code Snippets, 92(2), 1–23. doi:10.18637/jss.v092.c02.

Corresponding BibTeX entry: 

  @Article{,
    title = {{gdpc}: An {R} Package for Generalized Dynamic Principal
      Components},
    author = {Daniel Pe\~na and Ezequiel Smucler and Victor J. Yohai},
    journal = {Journal of Statistical Software, Code Snippets},
    year = {2020},
    volume = {92},
    number = {2},
    pages = {1--23},
    doi = {10.18637/jss.v092.c02},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.