The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.

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>. The implementation includes an automatic procedure proposed in Peña, Smucler and Yohai (2020) <doi:10.18637/jss.v092.c02> for the identification of both the number of lags to be used in the generalized dynamic principal components as well as the number of components required for a given reconstruction accuracy.

Version: 1.1.4
Depends: R (≥ 3.3.0)
Imports: xts, zoo, methods, Rcpp (≥ 0.12.7), parallel, doParallel, foreach
LinkingTo: Rcpp, RcppArmadillo (≥ 0.7.500.0.0)
Suggests: testthat, R.rsp
Published: 2023-11-19
DOI: 10.32614/CRAN.package.gdpc
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
Citation: gdpc citation info
Materials: NEWS
In views: TimeSeries
CRAN checks: gdpc results

Documentation:

Reference manual: gdpc.pdf
Vignettes: gdpc: An R Package for Generalized Dynamic Principal Components

Downloads:

Package source: gdpc_1.1.4.tar.gz
Windows binaries: r-devel: gdpc_1.1.4.zip, r-release: gdpc_1.1.4.zip, r-oldrel: gdpc_1.1.4.zip
macOS binaries: r-release (arm64): gdpc_1.1.4.tgz, r-oldrel (arm64): gdpc_1.1.4.tgz, r-release (x86_64): gdpc_1.1.4.tgz, r-oldrel (x86_64): gdpc_1.1.4.tgz
Old sources: gdpc archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=gdpc to link to this page.

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.