gdpc (Q44119): Difference between revisions

← Older edit

@@ Property / last update @@
-October 2022Timestamp +2022-10-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-10-22T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 22 October 2022 / rank @@
-Normal rank
@@ Property / maintained by @@
-Ezequiel Smucler
@@ Property / maintained by: Ezequiel Smucler / rank @@
-Normal rank
@@ Property / copyright license @@
-GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
-Normal rank
-edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / imports @@
-methods
@@ Property / imports: methods / rank @@
-Normal rank
@@ Property / imports @@
-parallel
@@ Property / imports: parallel / rank @@
-Normal rank
@@ Property / imports @@
-xts
@@ Property / imports: xts / rank @@
-Normal rank
@@ Property / imports @@
-zoo
@@ Property / imports: zoo / rank @@
-Normal rank
@@ Property / imports @@
-Rcpp
@@ Property / imports: Rcpp / rank @@
-Normal rank
@@ Property / imports @@
-doParallel
@@ Property / imports: doParallel / rank @@
-Normal rank
@@ Property / imports @@
-foreach
@@ Property / imports: foreach / rank @@
-Normal rank
@@ Property / cites work @@
-Generalized Dynamic Principal Components
@@ Property / cites work: Generalized Dynamic Principal Components / rank @@
-Normal rank
@@ Property / cites work @@
-gdpc: An R Package for Generalized Dynamic Principal Components
-Normal rank
@@ Property / depends on software @@
-R
@@ Property / depends on software: R / rank @@
-Normal rank
@@ Property / software version identifier @@
+.0.0
@@ Property / software version identifier: 1.0.0 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.0 / qualifier @@
+publication date: 10 November 2016Timestamp +2016-11-10T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2016-11-10T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0.1
@@ Property / software version identifier: 1.0.1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.1 / qualifier @@
+publication date: 20 January 2017Timestamp +2017-01-20T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2017-01-20T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0.2
@@ Property / software version identifier: 1.0.2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.2 / qualifier @@
+publication date: 22 February 2017Timestamp +2017-02-22T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2017-02-22T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.0.3
@@ Property / software version identifier: 1.0.3 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.3 / qualifier @@
+publication date: 2 December 2017Timestamp +2017-12-02T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2017-12-02T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.0
@@ Property / software version identifier: 1.1.0 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1.0 / qualifier @@
+publication date: 8 May 2018Timestamp +2018-05-08T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2018-05-08T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.1
@@ Property / software version identifier: 1.1.1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1.1 / qualifier @@
+publication date: 23 February 2020Timestamp +2020-02-23T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2020-02-23T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.2
@@ Property / software version identifier: 1.1.2 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1.2 / qualifier @@
+publication date: 9 February 2021Timestamp +2021-02-09T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2021-02-09T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.3
@@ Property / software version identifier: 1.1.3 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1.3 / qualifier @@
+publication date: 23 October 2022Timestamp +2022-10-23T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2022-10-23T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / software version identifier @@
+.1.4
@@ Property / software version identifier: 1.1.4 / rank @@
+Normal rank
@@ Property / software version identifier: 1.1.4 / qualifier @@
+publication date: 19 November 2023Timestamp +2023-11-19T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-11-19T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update @@
+November 2023Timestamp +2023-11-19T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-11-19T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ Property / last update: 19 November 2023 / rank @@
+Normal rank
@@ Property / maintained by @@
+Ezequiel Smucler
@@ Property / maintained by: Ezequiel Smucler / rank @@
+Normal rank
@@ Property / 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.
+Normal rank
@@ Property / author @@
+Daniel Peña
@@ Property / author: Daniel Peña / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / imports @@
+xts
@@ Property / imports: xts / rank @@
+Normal rank
@@ Property / imports @@
+zoo
@@ Property / imports: zoo / rank @@
+Normal rank
@@ Property / imports @@
+methods
@@ Property / imports: methods / rank @@
+Normal rank
@@ Property / imports @@
+Rcpp
@@ Property / imports: Rcpp / rank @@
+Normal rank
@@ Property / imports: Rcpp / qualifier @@
+software version identifier: ≥ 0.12.7
@@ Property / imports @@
+parallel
@@ Property / imports: parallel / rank @@
+Normal rank
@@ Property / imports @@
+doParallel
@@ Property / imports: doParallel / rank @@
+Normal rank
@@ Property / imports @@
+foreach
@@ Property / imports: foreach / rank @@
+Normal rank
@@ Property / cites work @@
+Generalized Dynamic Principal Components
@@ Property / cites work: Generalized Dynamic Principal Components / rank @@
+Normal rank
@@ Property / cites work @@
+gdpc: An R Package for Generalized Dynamic Principal Components
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI software profile
@@ Property / MaRDI profile type: MaRDI software profile / rank @@
+Normal rank
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.3.0
@@ Property / source code repository @@
+https://github.com/cran/gdpc
@@ Property / source code repository: https://github.com/cran/gdpc / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:bddb1b9aed035635e569e54f896365d6fab6363f
+Normal rank
+source code repository: https://github.com/cran/gdpc
+point in time: 11 December 2023Timestamp +2023-12-11T00:00:00Z
Timezone +00:00
Calendar Gregorian
Precision 1 day
Before 0
After 0
-Timestamp
++2023-12-11T00:00:00Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+day
 Before
 After
@@ links / mardi / name / links / mardi / name @@
+Software:44119

Latest revision as of 14:28, 21 March 2024

Generalized Dynamic Principal Components

Language	Label	Description	Also known as
English	gdpc	Generalized Dynamic Principal Components

Statements

instance of

R package

0 references

software version identifier

1.1.3

publication date

22 October 2022

0 references

1.0.0

publication date

10 November 2016

0 references

1.0.1

publication date

20 January 2017

0 references

1.0.2

publication date

22 February 2017

0 references

1.0.3

publication date

2 December 2017

0 references

1.1.0

publication date

8 May 2018

0 references

1.1.1

publication date

23 February 2020

0 references

1.1.2

publication date

9 February 2021

0 references

1.1.3

publication date

23 October 2022

0 references

1.1.4

publication date

19 November 2023

0 references

programmed in

R

0 references

last update

19 November 2023

0 references

maintained by

Ezequiel Smucler

0 references

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.

0 references

author

Daniel Peña

0 references

copyright license

GNU General Public License, version 2.0

0 references

GNU General Public License, version 3.0

edition/version

expanded from: GPL (≥ 2) (English)

0 references

imports