gdpc (Q44119): Difference between revisions
From MaRDI portal
Created claim: source code repository (P339): https://github.com/cran/gdpc, #quickstatements; #temporary_batch_1711027662947 |
Swh import (talk | contribs) SWHID from Software Heritage |
||||||||||||||
| 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
| |||||||||||||||
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
19 November 2023
0 references
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
expanded from: GPL (≥ 2) (English)
0 references
Identifiers
11 December 2023
0 references
