Introduction | Definition of generalized dynamic principal components | Computing the GDPC | Using the gdpc package | Reconstructing non-stationary data | The performance of the lag selection criteria | Computing times | Conclusions
This package is considered a duplicate. The official version of this package is found at:https://esmucler.r-universe.dev/gdpc
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:
gdpc_1.1.4.tar.gz
gdpc_1.1.4.zip(r-4.7-x86_64)gdpc_1.1.4.zip(r-4.7-arm64)gdpc_1.1.4.zip(r-4.6-x86_64)gdpc_1.1.4.zip(r-4.6-arm64)
gdpc_1.1.4.tar.gz(r-4.7-arm64)gdpc_1.1.4.tar.gz(r-4.7-x86_64)gdpc_1.1.4.tar.gz(r-4.6-arm64)gdpc_1.1.4.tar.gz(r-4.6-x86_64)
gdpc_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
gdpc/json (API)
| # Install 'gdpc' in R: |
| install.packages('gdpc', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
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.
Last updated from:7321f3041a. Checks:9 OK, 1 ERROR. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 140 | ||
| linux-devel-x86_64 | OK | 119 | ||
| source / vignettes | ERROR | 255 | ||
| linux-release-arm64 | OK | 111 | ||
| linux-release-x86_64 | OK | 129 | ||
| windows-devel-arm64 | OK | 190 | ||
| windows-devel-x86_64 | OK | 116 | ||
| windows-release-arm64 | OK | 196 | ||
| windows-release-x86_64 | OK | 122 | ||
| wasm-release | OK | 110 |
Exports:auto.gdpccomponentsgdpc
Dependencies:codetoolsdoParallelforeachiteratorslatticeRcppRcppArmadilloxtszoo
Vignettes and/or manual for this package failed to build, some documents may be unavailable. Please inspect thebuild logs for more information.
gdpc: An R Package for Generalized Dynamic Principal Components
Last update: 2021-02-09
Started: 2021-02-09
