Package: gdpc 1.1.4
gdpc: Generalized Dynamic Principal Components
Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <doi:10.1080/01621459.2015.1072542>. The implementation includes an automatic procedure proposed in Peña, Smucler and Yohai (2020) <doi:10.18637/jss.v092.c02> for the identification of both the number of lags to be used in the generalized dynamic principal components as well as the number of components required for a given reconstruction accuracy.
Authors:
gdpc_1.1.4.tar.gz
gdpc_1.1.4.zip(r-4.5)gdpc_1.1.4.zip(r-4.4)gdpc_1.1.4.zip(r-4.3)
gdpc_1.1.4.tgz(r-4.4-x86_64)gdpc_1.1.4.tgz(r-4.4-arm64)gdpc_1.1.4.tgz(r-4.3-x86_64)gdpc_1.1.4.tgz(r-4.3-arm64)
gdpc_1.1.4.tar.gz(r-4.5-noble)gdpc_1.1.4.tar.gz(r-4.4-noble)
gdpc_1.1.4.tgz(r-4.4-emscripten)gdpc_1.1.4.tgz(r-4.3-emscripten)
gdpc.pdf |gdpc.html✨
gdpc/json (API)
NEWS
| # Install 'gdpc' in R: |
| install.packages('gdpc', repos = c('https://esmucler.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/esmucler/gdpc/issues
- ipi91 - Industrial Production Index (IPI) of France, Germany, Italy, United Kingdom, USA and Japan
- pricesSP50 - Stock Prices of the First 50 Components of S&P500
Last updated 10 months agofrom:ad16d4fb64. Checks:ERROR: 1 WARNING: 8. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | FAIL | Sep 08 2024 |
| R-4.5-win-x86_64 | WARNING | Sep 08 2024 |
| R-4.5-linux-x86_64 | WARNING | Sep 08 2024 |
| R-4.4-win-x86_64 | WARNING | Sep 08 2024 |
| R-4.4-mac-x86_64 | WARNING | Sep 08 2024 |
| R-4.4-mac-aarch64 | WARNING | Sep 08 2024 |
| R-4.3-win-x86_64 | WARNING | Sep 08 2024 |
| R-4.3-mac-x86_64 | WARNING | Sep 08 2024 |
| R-4.3-mac-aarch64 | WARNING | Sep 08 2024 |
Exports:auto.gdpccomponentsgdpc
Dependencies:codetoolsdoParallelforeachiteratorslatticeRcppRcppArmadilloxtszoo
