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)
Version1.0.3
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("gdpc")

Try the gdpc package in your browser

Any scripts or data that you put into this service are public.

gdpc documentation built on Dec. 2, 2017, 1:03 a.m.