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-4.7-x86_64)gdpc_1.1.4.zip(r-4.7-arm64)gdpc_1.1.4.zip(r-4.6-x86_64)gdpc_1.1.4.zip(r-4.6-arm64)gdpc_1.1.4.zip(r-4.5-x86_64)
gdpc_1.1.4.tgz(r-4.6-x86_64)gdpc_1.1.4.tgz(r-4.6-arm64)gdpc_1.1.4.tgz(r-4.5-x86_64)gdpc_1.1.4.tgz(r-4.5-arm64)
gdpc_1.1.4.tar.gz(r-4.7-arm64)gdpc_1.1.4.tar.gz(r-4.7-x86_64)gdpc_1.1.4.tar.gz(r-4.6-arm64)gdpc_1.1.4.tar.gz(r-4.6-x86_64)
gdpc_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
gdpc/json (API)
| # 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 from:ad16d4fb64. Checks:13 WARNING, 1 ERROR, 1 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | WARNING | 118 | ||
| linux-devel-x86_64 | WARNING | 124 | ||
| source / vignettes | ERROR | 167 | ||
| linux-release-arm64 | WARNING | 118 | ||
| linux-release-x86_64 | WARNING | 122 | ||
| macos-release-arm64 | WARNING | 121 | ||
| macos-release-x86_64 | WARNING | 384 | ||
| macos-oldrel-arm64 | WARNING | 115 | ||
| macos-oldrel-x86_64 | WARNING | 322 | ||
| windows-devel-arm64 | WARNING | 362 | ||
| windows-devel-x86_64 | WARNING | 117 | ||
| windows-release-arm64 | WARNING | 340 | ||
| windows-release-x86_64 | WARNING | 107 | ||
| windows-oldrel-x86_64 | WARNING | 116 | ||
| wasm-release | OK | 110 |
Exports:auto.gdpccomponentsgdpc
Dependencies:codetoolsdoParallelforeachiteratorslatticeRcppRcppArmadilloxtszoo
