Skip to content

gdpc

Generalized Dynamic Principal Components

v1.1.4 · Nov 19, 2023 · GPL (>= 2)
CRAN GitHub Mirror

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.

Downloads

256

Last 30 days

10967th

881

Last 90 days

4K

Last year

Trend: -17.2% (30d vs prior 30d)

CRAN Check Status

2 NOTE
11 OK
Show all 13 flavors
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-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 (2 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.

Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 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",
                 
...[truncated]...
ut", "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",
                 
...[truncated]...
ut", "cre"),
                      email = "ezequiels.90@gmail.com"),
               person(given = "Victor",
                      family = "Yohai",
                      role = "aut",
                      email = "vyohai@dm.uba.ar"))
as necessary.
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 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",
                 
...[truncated]...
ut", "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",
                 
...[truncated]...
ut", "cre"),
                      email = "ezequiels.90@gmail.com"),
               person(given = "Victor",
                      family = "Yohai",
                      role = "aut",
                      email = "vyohai@dm.uba.ar"))
as necessary.
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/gdpc.Rcheck/00install.out' for details.
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 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",
                 
...[truncated]...
ut", "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",
                 
...[truncated]...
ut", "cre"),
                      email = "ezequiels.90@gmail.com"),
               person(given = "Victor",
                      family = "Yohai",
                      role = "aut",
                      email = "vyohai@dm.uba.ar"))
as necessary.

Dependency Network

Dependencies Reverse dependencies xts zoo Rcpp doParallel foreach gdpc

Version History

new 1.1.4 Mar 10, 2026
updated 1.1.4 ← 1.1.3 diff Nov 18, 2023
updated 1.1.3 ← 1.1.2 diff Oct 22, 2022
updated 1.1.2 ← 1.1.1 diff Feb 8, 2021
updated 1.1.1 ← 1.1.0 diff Feb 22, 2020
updated 1.1.0 ← 1.0.3 diff May 7, 2018
updated 1.0.3 ← 1.0.2 diff Dec 1, 2017
updated 1.0.2 ← 1.0.1 diff Feb 21, 2017
updated 1.0.1 ← 1.0.0 diff Jan 19, 2017
new 1.0.0 Nov 9, 2016