gdpc v1.0.2

0

Monthly downloads

0th

Percentile

Generalized Dynamic Principal Components

Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <DOI:10.1080/01621459.2015.1072542>.

Functions in gdpc

Name Description
components.gdpcs Get Generalized Dynamic Principal Components From a gdpcs Object
gdpc Generalized Dynamic Principal Components
pricesSP50
gdpc-package Generalized Dynamic Principal Components
ipi91
auto.gdpc Automatic Fitting of Generalized Dynamic Principal Components
plot.gdpcs Plot Generalized Dynamic Principal Components
fitted.gdpcs Get Reconstructed Time Series From a gdpcs Object
plot.gdpc Plot Generalized Dynamic Principal Components
No Results!

Last month downloads

Details

Type Package
Date 2017-02-14
License GPL (>= 2)
LinkingTo Rcpp, RcppArmadillo (>= 0.7.500.0.0)
NeedsCompilation yes
Encoding UTF-8
Packaged 2017-02-21 21:34:48 UTC; ezequiel
Repository CRAN
Date/Publication 2017-02-22 08:42:23

Include our badge in your README

[![Rdoc](http://www.rdocumentation.org/badges/version/gdpc)](http://www.rdocumentation.org/packages/gdpc)