Peña D, Smucler E, Yohai VJ. gdpc: An R Package for Generalized Dynamic Principal Components. J. Stat. Soft. [Internet]. 2020 Feb. 23 [cited 2024 Apr. 26];92(2):1-23. Available from: https://www.jstatsoft.org/index.php/jss/article/view/v092c02