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gdpc  

Generalized Dynamic Principal Components
View on CRAN: Click here


Download and install gdpc package within the R console
Install from CRAN:
install.packages("gdpc")

Install from Github:
library("remotes")
install_github("cran/gdpc")

Install by package version:
library("remotes")
install_version("gdpc", "1.1.4")



Attach the package and use:
library("gdpc")
Maintained by
Ezequiel Smucler
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2016-11-10
Latest Update: 2023-11-19
Description:
Functions to compute the Generalized Dynamic Principal Components introduced in Pe
How to cite:
Ezequiel Smucler (2016). gdpc: Generalized Dynamic Principal Components. R package version 1.1.4, https://cran.r-project.org/web/packages/gdpc. Accessed 07 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:41), 1.0.0 (2016-11-10 08:18), 1.0.1 (2017-01-20 00:01), 1.0.2 (2017-02-22 08:42), 1.0.3 (2017-12-02 00:17), 1.1.0 (2018-05-08 23:56), 1.1.1 (2020-02-23 15:20), 1.1.2 (2021-02-09 20:20), 1.1.3 (2022-10-23 00:05)
Other packages that cited gdpc R package
View gdpc citation profile
Other R packages that gdpc depends, imports, suggests or enhances
Complete documentation for gdpc
Functions, R codes and Examples using the gdpc R package
Some associated functions: auto.gdpc . components.gdpcs . components . fitted.gdpcs . gdpc . ipi91 . plot.gdpc . plot.gdpcs . pricesSP50 . 
Some associated R codes: RcppExports.R . autoGDPC.R . classGDPC.R .  Full gdpc package functions and examples
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