gdpc

1.1.4

Generalized Dynamic Principal Components

0packages depend

4Kdownloads / year

56.5%test coverage

11/13checks pass

Overview

About

Maintained by Ezequiel SmuclerFirst published 2016-11-109 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("gdpc", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-gdpc

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-gdpc

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-gdpc

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 2.9 min · r-oldrel-windows-x86_64

Code health

Yes

Tests · ratio 0.21

56.5%

Coverage · measured lines

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-06-27
11 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
WARNING2026-06-14
10 OK · 2 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 100%
Return-value docs: 100%
References docs: 11%

Downloads

CRAN downloads in the past year

Rank #10,597 · ~11/day · ~333/mo

Releases R versions

Daily download trend is not available in this view yet.

32330 days

1K90 days

4K1 year

Compare downloads with other packages →

Also on475 r2u27 autocran81 c2d4u

Dependencies

Declared dependencies

9 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.3.0

Imports (7)

xts zoomethodsRcppparalleldoParallel foreach

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (2)

testthat R.rsp

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

Other 18,115 (92%)R 749 (4%)Rd 442 (2%)C++ 309 (2%)

Code characteristics

Object systems

S37

Cyclomatic complexity: 5.0 median / 28 max
Test cases: 12 / 0.21 per code line

Test coverage

Line coverage

57%

Expression

54.6%

Tests / Examples

56.5% / 71% ex

Functions

30 3 exported

Complexity

5.7 avg / 28 max

Call network

30 nodes / 23 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

30 functions

Function	Cyclo	Coverage
components exp	1	0%
components.gdpcs	7	0%
construct.gdpc.norm	7	0%
fitted.gdpcs	7	0%
is.gdpcs	2	0%
plot.gdpc	7	0%

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (3)

Daniel Peña

no longer listed · 1.0.0 to 1.1.4

Ezequiel Smucler

no longer listed · 1.0.0 to 1.1.4

Victor Yohai

no longer listed · 1.0.0 to 1.1.4

Package Timeline

9 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.1.4Latest
2023-11-19 · current release · diff ↗
R
R 4.3.0 released · 2023-04-21
1.1.3
2022-10-23 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.1.2
2021-02-09 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.1.1
2020-02-23 · diff ↗
R
R 3.6.0 released · 2019-04-26
1.1.0
2018-05-08 · diff ↗
R
R 3.5.0 released · 2018-04-23
1.0.3
2017-12-02 · diff ↗
R
R 3.4.0 released · 2017-04-21

Show 4 earlier events

1.0.2
2017-02-22 · diff ↗
1.0.1
2017-01-20 · diff ↗
1.0.0
2016-11-10
R
R 3.3.0 released · 2016-05-03

Package metadata

First published: 2016-11-10
Total releases: 9 / 10 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.3.0
Bundled data: 146 KB / 2 files
Download size: 626 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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