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>.

Package details

AuthorDaniel Peña <[email protected]>, Ezequiel Smucler <[email protected]>, Victor Yohai <[email protected]>
MaintainerEzequiel Smucler <[email protected]>
LicenseGPL (>= 2)
Version1.1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gdpc")

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gdpc documentation built on May 9, 2018, 1:04 a.m.