gdpc: Generalized Dynamic Principal Components
Version 1.0.3

Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) .

Package details

AuthorDaniel Peña <[email protected]>, Ezequiel Smucler <[email protected]>, Victor Yohai <[email protected]>
Date of publication2017-12-01 23:17:10 UTC
MaintainerEzequiel Smucler <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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gdpc documentation built on Dec. 2, 2017, 1:03 a.m.