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gdpc (version 1.0.2)

Generalized Dynamic Principal Components

Description

Functions to compute the Generalized Dynamic Principal Components introduced in Pea and Yohai (2016) .

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Version

Install

install.packages('gdpc')

Monthly Downloads

365

Version

1.0.2

License

GPL (>= 2)

Maintainer

Ezequiel Smucler

Last Published

February 22nd, 2017

Functions in gdpc (1.0.2)

components.gdpcs

Get Generalized Dynamic Principal Components From a gdpcs Object
gdpc

Generalized Dynamic Principal Components
pricesSP50

Stock Prices of the First 50 Components of S&P500
gdpc-package

Generalized Dynamic Principal Components
ipi91

Industrial Production Index (IPI) of France, Germany, Italy, United Kingdom, USA and Japan
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