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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Ezequiel Smucler <ezequiels.90@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Daniel",
family = "Peña",
role = "aut",
email = "daniel.pena@uc3m.es"),
person(given = "Ezequiel",
family = "Smucler",
role = c("aut", "cre"),
email = "ezequiels.90@gmail.com"),
person(given = "Victor",
family = "Yohai",
role = "aut",
email = "vyohai@dm.uba.ar"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Ezequiel Smucler <ezequiels.90@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Daniel",
family = "Peña",
role = "aut",
email = "daniel.pena@uc3m.es"),
person(given = "Ezequiel",
family = "Smucler",
role = c("aut", "cre"),
email = "ezequiels.90@gmail.com"),
person(given = "Victor",
family = "Yohai",
role = "aut",
email = "vyohai@dm.uba.ar"))
as necessary.
OK
r-devel-linux-x86_64-fedora-clang
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r-devel-linux-x86_64-fedora-gcc
*
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r-devel-macos-arm64
*
OK
r-devel-windows-x86_64
*
OK
r-oldrel-macos-arm64
*
OK
r-oldrel-macos-x86_64
*
OK
r-oldrel-windows-x86_64
*
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
OK
r-release-macos-arm64
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r-release-macos-x86_64
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Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Ezequiel Smucler <ezequiels.90@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Daniel",
family = "Peña",
role = "aut",
email = "daniel.pena@uc3m.es"),
person(given = "Ezequiel",
family = "Smucler",
role = c("aut", "cre"),
email = "ezequiels.90@gmail.com"),
person(give
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Ezequiel Smucler <ezequiels.90@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Daniel",
family = "Peña",
role = "aut",
email = "daniel.pena@uc3m.es"),
person(given = "Ezequiel",
family = "Smucler",
role = c("aut", "cre"),
email = "ezequiels.90@gmail.com"),
person(give
Dependency Network
Version History
new
1.1.4
Mar 9, 2026