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>.

Install the latest version of this package by entering the following in R:
install.packages("gdpc")
AuthorDaniel Peña <daniel.pena@uc3m.es>, Ezequiel Smucler <ezequiels.90@gmail.com>, Victor Yohai <vyohai@dm.uba.ar>
Date of publication2017-02-22 08:42:23
MaintainerEzequiel Smucler <ezequiels.90@gmail.com>
LicenseGPL (>= 2)
Version1.0.2

View on CRAN

Files

src
src/Makevars
src/registerDynamicSymbols.c
src/gdpc_auxfunc.cpp
src/RcppExports.cpp
NAMESPACE
NEWS
data
data/ipi91.rda
data/pricesSP50.rda
R
R/classGDPC.R R/RcppExports.R R/autoGDPC.R
MD5
DESCRIPTION
man
man/ipi91.Rd man/auto.gdpc.Rd man/components.gdpcs.Rd man/gdpc-package.Rd man/plot.gdpc.Rd man/plot.gdpcs.Rd man/gdpc.Rd man/fitted.gdpcs.Rd man/pricesSP50.Rd

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