gdpc v1.0.2
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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! | ||
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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 |
| imports | doParallel , foreach , methods , parallel , Rcpp (>= 0.12.7) , xts , zoo |
| depends | R (>= 3.3.1) |
| linkingto | RcppArmadillo (>= 0.7.500.0.0) |
| Contributors | Victor Yohai, Ezequiel Smucler, Daniel Peña |
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