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Property / last update
22 October 2022
Timestamp+2022-10-22T00:00:00Z
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publication date: 10 November 2016
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1.0.1
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1.0.2
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1.0.3
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1.1.0
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publication date: 8 May 2018
Timestamp+2018-05-08T00:00:00Z
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1.1.1
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1.1.2
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1.1.3
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1.1.4
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publication date: 19 November 2023
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19 November 2023
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Property / maintained by: Ezequiel Smucler / rank
 
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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
 
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Property / author
 
Property / author: Daniel Peña / rank
 
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Property / copyright license: GNU General Public License, version 2.0 / rank
 
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Property / copyright license: GNU General Public License, version 3.0 / rank
 
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edition/version: expanded from: GPL (≥ 2) (English)
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Property / cites work: Generalized Dynamic Principal Components / rank
 
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Property / cites work
 
Property / cites work: gdpc: An R Package for Generalized Dynamic Principal Components / rank
 
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Property / MaRDI profile type: MaRDI software profile / rank
 
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Property / Software Heritage ID: swh:1:snp:bddb1b9aed035635e569e54f896365d6fab6363f / rank
 
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Property / Software Heritage ID: swh:1:snp:bddb1b9aed035635e569e54f896365d6fab6363f / qualifier
 
point in time: 11 December 2023
Timestamp+2023-12-11T00:00:00Z
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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
     
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