Package: gdpc 1.1.4
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.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')) |
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This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:7321f3041a. Checks:ERROR: 1 OK: 1. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | FAIL | Dec 14 2024 |
R-4.5-linux-x86_64 | OK | Dec 14 2024 |
Exports:auto.gdpccomponentsgdpc
Dependencies:codetoolsdoParallelforeachiteratorslatticeRcppRcppArmadilloxtszoo
gdpc: An R Package for Generalized Dynamic Principal Components
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on Dec 14 2024.Last update: 2021-02-09
Started: 2021-02-09