Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <doi:10.1080/01621459.2015.1072542>.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.3.1) |
| Imports: | xts, methods, Rcpp (≥ 0.12.7), parallel, doParallel, foreach |
| LinkingTo: | Rcpp, RcppArmadillo (≥ 0.7.500.0.0) |
| Published: | 2016-11-10 |
| Author: | Daniel Peña, Ezequiel Smucler, Victor Yohai |
| Maintainer: | Ezequiel Smucler <ezequiels.90 at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | gdpc results |
| Reference manual: | gdpc.pdf |
| Package source: | gdpc_1.0.0.tar.gz |
| Windows binaries: | r-devel: gdpc_1.0.0.zip, r-release: gdpc_1.0.0.zip, r-oldrel: not available |
| OS X Mavericks binaries: | r-release: gdpc_1.0.0.tgz, r-oldrel: not available |
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