gdpc (1.0.2)

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Generalized Dynamic Principal Components.

http://cran.r-project.org/web/packages/gdpc

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

Maintainer: Ezequiel Smucler
Author(s): Daniel Pea <daniel.pena@uc3m.es>, Ezequiel Smucler <ezequiels.90@gmail.com>, Victor Yohai <vyohai@dm.uba.ar>

License: GPL (>= 2)

Uses: doParallel, foreach, Rcpp, xts, zoo

Released 6 months ago.


2 previous versions

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