r-gdpc
Functions to compute the Generalized Dynamic Principal Components introduced in Peña and Yohai (2016) <DOI:10.1080/01621459.2015.1072542>.
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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>.
Information Last Updated
Apr 22, 2025 at 15:32
License
GPL-2
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2
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Linux 64 Version: 1.1.0
macOS 64 Version: 1.1.0
Win 64 Version: 1.1.0