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>.

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

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Files

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

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