gdpc (1.1.0)

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Generalized Dynamic Principal Components.

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

Maintainer: Ezequiel Smucler
Author(s): Daniel Pea <>, Ezequiel Smucler <>, Victor Yohai <>

License: GPL (>= 2)

Uses: doParallel, foreach, Rcpp, xts, zoo, testthat

Released over 1 year ago.

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