r-gdpc

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Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <DOI:10.1080/01621459.2015.1072542>.

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To install this package, run one of the following:

$conda install r_test::r-gdpc

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Summary

Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <DOI:10.1080/01621459.2015.1072542>.

Last Updated

Dec 4, 2019 at 21:33

License

GPL-2

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Supported Platforms

linux-64

macOS-64

win-64

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