Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <DOI:10.1080/01621459.2015.1072542>.
|Author||Daniel Peña <[email protected]>, Ezequiel Smucler <[email protected]>, Victor Yohai <[email protected]>|
|Maintainer||Ezequiel Smucler <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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