hfloresr/GDPCA: Generalized Dynamic Principal Components Analysis
Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <DOI:10.1080/01621459.2015.1072542>.
Getting started
Browse package contents
Package details |
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| Author | Hector Flores <hfloresr@uci.edu> Altyn Zhelambayeva@nu.edu.kz |
| Maintainer | Hector Flores <hfloresr@uci.edu> Altyn Zhelambayeva@nu.edu.kz |
| License | GPL (>= 2) |
| Version | 1.0.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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