gdpc (Q44119): Difference between revisions

From MaRDI portal
← Older edit
Importer (talk | contribs)
Bots
7,049,768 edits
Swh import (talk | contribs)
Bots
38,380 edits
SWHID from Software Heritage
 
(6 intermediate revisions by 5 users not shown)
Property / last update
22 October 2022
Timestamp+2022-10-22T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
 
Property / last update: 22 October 2022 / rank
Normal rank
 
Property / maintained by
 
Property / maintained by: Ezequiel Smucler / rank
Normal rank
 
Property / software version identifier
 
1.0.0
Property / software version identifier: 1.0.0 / rank
 
Normal rank
Property / software version identifier: 1.0.0 / qualifier
 
publication date: 10 November 2016
Timestamp+2016-11-10T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.0.1
Property / software version identifier: 1.0.1 / rank
 
Normal rank
Property / software version identifier: 1.0.1 / qualifier
 
publication date: 20 January 2017
Timestamp+2017-01-20T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.0.2
Property / software version identifier: 1.0.2 / rank
 
Normal rank
Property / software version identifier: 1.0.2 / qualifier
 
publication date: 22 February 2017
Timestamp+2017-02-22T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.0.3
Property / software version identifier: 1.0.3 / rank
 
Normal rank
Property / software version identifier: 1.0.3 / qualifier
 
publication date: 2 December 2017
Timestamp+2017-12-02T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.1.0
Property / software version identifier: 1.1.0 / rank
 
Normal rank
Property / software version identifier: 1.1.0 / qualifier
 
publication date: 8 May 2018
Timestamp+2018-05-08T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.1.1
Property / software version identifier: 1.1.1 / rank
 
Normal rank
Property / software version identifier: 1.1.1 / qualifier
 
publication date: 23 February 2020
Timestamp+2020-02-23T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.1.2
Property / software version identifier: 1.1.2 / rank
 
Normal rank
Property / software version identifier: 1.1.2 / qualifier
 
publication date: 9 February 2021
Timestamp+2021-02-09T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.1.3
Property / software version identifier: 1.1.3 / rank
 
Normal rank
Property / software version identifier: 1.1.3 / qualifier
 
publication date: 23 October 2022
Timestamp+2022-10-23T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / software version identifier
 
1.1.4
Property / software version identifier: 1.1.4 / rank
 
Normal rank
Property / software version identifier: 1.1.4 / qualifier
 
publication date: 19 November 2023
Timestamp+2023-11-19T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / last update
 
19 November 2023
Timestamp+2023-11-19T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
Property / last update: 19 November 2023 / rank
 
Normal rank
Property / maintained by
 
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.
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. / rank
 
Normal rank
Property / author
 
Property / author: Daniel Peña / rank
 
Normal rank
Property / copyright license
 
Property / copyright license: GNU General Public License, version 2.0 / rank
 
Normal rank
Property / copyright license
 
Property / copyright license: GNU General Public License, version 3.0 / rank
 
Normal rank
Property / copyright license: GNU General Public License, version 3.0 / qualifier
 
edition/version: expanded from: GPL (≥ 2) (English)
Property / imports
 
Property / imports: xts / rank
 
Normal rank
Property / imports
 
Property / imports: zoo / rank
 
Normal rank
Property / imports
 
Property / imports: methods / rank
 
Normal rank
Property / imports
 
Property / imports: Rcpp / rank
 
Normal rank
Property / imports: Rcpp / qualifier
 
Property / imports
 
Property / imports: parallel / rank
 
Normal rank
Property / imports
 
Property / imports: doParallel / rank
 
Normal rank
Property / imports
 
Property / imports: foreach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Dynamic Principal Components / rank
 
Normal rank
Property / cites work
 
Property / cites work: gdpc: An R Package for Generalized Dynamic Principal Components / rank
 
Normal rank
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI software profile / rank
 
Normal rank
Property / depends on software
 
Property / depends on software: R / rank
 
Normal rank
Property / depends on software: R / qualifier
 
Property / source code repository
 
Property / source code repository: https://github.com/cran/gdpc / rank
 
Normal rank
Property / Software Heritage ID
 
Property / Software Heritage ID: swh:1:snp:bddb1b9aed035635e569e54f896365d6fab6363f / rank
 
Normal rank
Property / Software Heritage ID: swh:1:snp:bddb1b9aed035635e569e54f896365d6fab6363f / qualifier
 
Property / Software Heritage ID: swh:1:snp:bddb1b9aed035635e569e54f896365d6fab6363f / qualifier
 
point in time: 11 December 2023
Timestamp+2023-12-11T00:00:00Z
Timezone+00:00
CalendarGregorian
Precision1 day
Before0
After0
links / mardi / namelinks / mardi / name
 

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
    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
    imports
    xts
    0 references
    zoo
    0 references
    methods
    0 references
    Rcpp
    software version identifier
    ≥ 0.12.7
    0 references
    parallel
    0 references
    doParallel
    0 references
    foreach
    0 references

    Identifiers

    swMATH work ID
    32408
    0 references
    CRAN project
    gdpc
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q44119&oldid=33104551"
    Powered by MediaWiki