Package: odpc
Type: Package
Title: One-Sided Dynamic Principal Components
Version: 1.0.0
Date: 2017-08-17
Author: Daniel Peña <daniel.pena@uc3m.es>,
    Ezequiel Smucler <ezequiels.90@gmail.com>,
    Victor Yohai <vyohai@dm.uba.ar>
Maintainer: Ezequiel Smucler <ezequiels.90@gmail.com>
Description: Functions to compute the one-sided dynamic
	principal components ('odpc') introduced in Smucler, Peña and Yohai (2017)
	<arXiv:1708.04705>. 'odpc' is a novel dimension
	reduction technique for multivariate time series, that is useful
	for forecasting. These dynamic principal components are defined as
	the linear combinations of the present and past values of the series
	that minimize the reconstruction mean squared error.
License: GPL (>= 2)
Imports: methods, Rcpp (>= 0.12.7), gdpc, forecast
LinkingTo: Rcpp, RcppArmadillo (>= 0.7.500.0.0)
Depends: R (>= 3.3.1)
NeedsCompilation: yes
Encoding: UTF-8
Packaged: 2017-08-17 23:38:54 UTC; ezequiel
Repository: CRAN
Date/Publication: 2017-08-18 08:21:42 UTC
