components

Generic function for getting components from an object.

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.

Ezequiel Smucler

gdpc

Generalized Dynamic Principal Components

components function

<dl> <dt>object</dt>
<dd>An object. Currently there is a method for objects of class <code>gdpcs</code>.</dd> <dt>which_comp</dt>
<dd>Numeric vector indicating which components to get. Default is 1.</dd></dl>

Arguments

Daniel Peña, Ezequiel Smucler, Victor Yohai

Author

Generic Function for Getting Components From an Object — components

<dl>

 <dt>object</dt>
<dd>An object. Currently there is a method for objects of class <code>gdpcs</code>.</dd>

 <dt>which_comp</dt>
<dd>Numeric vector indicating which components to get. Default is 1.</dd>

</dl>

components: Generic Function for Getting Components From an Object

Description

Usage

Value

Arguments

Author