gdpc

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.

Last 30 days

This package has been downloaded 384 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 23 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 4,808 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was May 08, 2024 with 71 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.