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gdpc (version 1.0.2)
Generalized Dynamic Principal Components
Description
Functions to compute the Generalized Dynamic Principal Components introduced in Pe
a and Yohai (2016)
.
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Install
install.packages('gdpc')
Monthly Downloads
411
Version
1.0.2
License
GPL (>= 2)
Maintainer
Ezequiel Smucler
Last Published
February 22nd, 2017
Functions in gdpc (1.0.2)
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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