Package: gdpc 1.1.4

Ezequiel Smucler

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>. The implementation includes an automatic procedure proposed in Peña, Smucler and Yohai (2020) <doi:10.18637/jss.v092.c02> for the identification of both the number of lags to be used in the generalized dynamic principal components as well as the number of components required for a given reconstruction accuracy.

Authors:Daniel Peña <[email protected]>, Ezequiel Smucler <[email protected]>, Victor Yohai <[email protected]>

gdpc_1.1.4.tar.gz
gdpc_1.1.4.tar.gz(r-4.5-noble)gdpc_1.1.4.tar.gz(r-4.4-noble)
gdpc_1.1.4.tgz(r-4.4-emscripten)gdpc_1.1.4.tgz(r-4.3-emscripten)
gdpc.pdf |gdpc.html✨
gdpc/json (API)
NEWS

# Install 'gdpc' in R:
install.packages('gdpc', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
Datasets:
  • ipi91 - Industrial Production Index (IPI) of France, Germany, Italy, United Kingdom, USA and Japan
  • pricesSP50 - Stock Prices of the First 50 Components of S&P500

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.18 score 15 scripts 385 downloads 3 exports 9 dependencies

Last updated 11 months agofrom:7321f3041a. Checks:ERROR: 1 OK: 1. Indexed: no.

TargetResultDate
Doc / VignettesFAILOct 15 2024
R-4.5-linux-x86_64OKOct 15 2024

Exports:auto.gdpccomponentsgdpc

Dependencies:codetoolsdoParallelforeachiteratorslatticeRcppRcppArmadilloxtszoo

gdpc: An R Package for Generalized Dynamic Principal Components

Rendered frompaper_vignette.ltxusingR.rsp::texon Oct 15 2024.

Last update: 2021-02-09
Started: 2021-02-09