Generalized Dynamic Principal Components R package gdpc version 1.1.4 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) 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. Software Depends: R (>= 3.3.0) Imports: xts, zoo, methods, Rcpp (>= 0.12.7), parallel, doParallel, foreach LinkingTo: Rcpp, RcppArmadillo (>= 0.7.500.0.0) Suggests: testthat, R.rsp Ezequiel Smucler <ezequiels.90@gmail.com> Comprehensive R Archive Network (CRAN) Daniel Peña <daniel.pena@uc3m.es>, Ezequiel Smucler <ezequiels.90@gmail.com>, Victor Yohai <vyohai@dm.uba.ar> GPL (>= 2) 2023-11-19 application/tgz https://CRAN.R-project.org/package=gdpc doi:10.32614/CRAN.package.gdpc