Package: gdpc
Type: Package
Title: Generalized Dynamic Principal Components
Version: 1.1.4
Date: 2023-11-19
Author: Daniel Peña <daniel.pena@uc3m.es>, Ezequiel Smucler
        <ezequiels.90@gmail.com>, Victor Yohai <vyohai@dm.uba.ar>
Maintainer: Ezequiel Smucler <ezequiels.90@gmail.com>
Description: 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.
License: GPL (>= 2)
Imports: xts, zoo, methods, Rcpp (>= 0.12.7), parallel, doParallel,
        foreach
LinkingTo: Rcpp, RcppArmadillo (>= 0.7.500.0.0)
Suggests: testthat, R.rsp
Depends: R (>= 3.3.0)
NeedsCompilation: yes
Encoding: UTF-8
VignetteBuilder: R.rsp
Repository: https://esmucler.r-universe.dev
Date/Publication: 2023-11-19 15:26:19 UTC
RemoteUrl: https://github.com/esmucler/gdpc
RemoteRef: HEAD
RemoteSha: ad16d4fb649b202935346ca2aaa747e103e2aee5
Packaged: 2026-06-11 09:56:15 UTC; root