{ "_id": "6a23b12a530b9bc726bd6dc4", "Package": "dipca", "Type": "Package", "Title": "Dynamic Inner Principal Component Analysis", "Version": "0.1.0", "Authors@R": "person(given = c(\"Bradley\", \"R.\"),\nfamily = \"Buchsbaum\",\nrole = c(\"aut\", \"cre\"),\nemail = \"brad.buchsbaum@gmail.com\")", "Description": "Implements Dynamic Inner Principal Component Analysis\n(DiPCA), Dynamic Inner Canonical Correlation Analysis (DiCCA),\nand Dynamic Inner Partial Least Squares (DiPLS) for\nmultivariate time series analysis. These methods extract latent\ncomponents that follow autoregressive models, enabling temporal\nprediction and reconstruction. Based on the methods of Dong and\nQin (2018) for DiPCA, Dong\nand Qin (2018) for DiCCA,\nand Dong and Qin (2018) \nfor DiPLS. Integrates with the 'multivarious' package framework\nfor consistent preprocessing and projection interfaces.", "License": "GPL-3", "Encoding": "UTF-8", "RoxygenNote": "7.3.3", "Config/testthat/edition": "3", "VignetteBuilder": "knitr", "Config/pak/sysreqs": "make", "Repository": "https://bbuchsbaum.r-universe.dev", "Date/Publication": "2026-02-14 20:45:14 UTC", "RemoteUrl": "https://github.com/bbuchsbaum/dipca", "RemoteRef": "HEAD", "RemoteSha": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "NeedsCompilation": "yes", "Packaged": { "Date": "2026-06-04 11:17:44 UTC", "User": "root" }, "Author": "Bradley R. Buchsbaum [aut, cre]", "Maintainer": "Bradley R. Buchsbaum ", "MD5sum": "a55ff95a19d561a620814c6146c921b0", "_user": "bbuchsbaum", "_type": "src", "_file": "dipca_0.1.0.tar.gz", "_fileid": "db5c62339e7dd84a41e2f33140a94a3a73b5bcb06d63b4b1f1ffbc897b456bcf", "_filesize": 2189809, "_sha256": "db5c62339e7dd84a41e2f33140a94a3a73b5bcb06d63b4b1f1ffbc897b456bcf", "_created": "2026-06-04T11:17:44.000Z", "_published": "2026-06-06T05:33:30.467Z", "_distro": "noble", "_jobs": [ { "job": 79854221787, "time": 180, "config": "linux-devel-arm64", "r": "4.7.0", "check": "OK", "artifact": "7410106350" }, { "job": 79854221868, "time": 191, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7410109064" }, { "job": 79854221883, "time": 188, "config": "linux-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7410108602" }, { "job": 79854221880, "time": 194, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7410110130" }, { "job": 79854221946, "time": 127, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "7410382042" }, { "job": 79854221846, "time": 267, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "OK", "artifact": "7410422995" }, { "job": 79854221779, "time": 155, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "7410412465" }, { "job": 79854221857, "time": 260, "config": "macos-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7410303369" }, { "job": 79854221704, "time": 250, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7410047749" }, { "job": 79854221788, "time": 154, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7410096883" }, { "job": 79854221692, "time": 118, "config": "windows-devel", "r": "4.7.0", "check": "FAIL", "artifact": "" }, { "job": 79854221696, "time": 80, "config": "windows-oldrel", "r": "4.5.3", "check": "FAIL", "artifact": "" }, { "job": 79854221688, "time": 128, "config": "windows-release", "r": "4.6.0", "check": "FAIL", "artifact": "" } ], "_buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/bbuchsbaum/dipca", "_commit": { "id": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "author": "bbuchsbaum ", "committer": "bbuchsbaum ", "message": "Add references to DESCRIPTION, intro vignette, and fix PDF manual\n\n- Add DOI references for DiPCA, DiCCA, and DiPLS papers to DESCRIPTION\n- Create getting-started vignette (dipca.Rmd) covering all three methods\n- Fix Unicode combining circumflex in roxygen docs causing LaTeX errors\n- Rename test files to use hyphens, remove src/Makevars\n\nCo-Authored-By: Claude Opus 4.6 \n", "time": 1771101914 }, "_maintainer": { "name": "Bradley R. Buchsbaum", "email": "brad.buchsbaum@gmail.com", "login": "bbuchsbaum", "description": "", "uuid": 53819 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 3.5.0", "role": "Depends" }, { "package": "Rcpp", "role": "LinkingTo" }, { "package": "RcppArmadillo", "role": "LinkingTo" }, { "package": "Rcpp", "version": ">= 1.0.0", "role": "Imports" }, { "package": "multivarious", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "forecast", "role": "Imports" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "ggplot2", "role": "Suggests" }, { "package": "gridExtra", "role": "Suggests" }, { "package": "reshape2", "role": "Suggests" } ], "_owner": "bbuchsbaum", "_selfowned": true, "_usedby": 0, "_updates": [ { "week": "2025-43", "n": 1 }, { "week": "2026-07", "n": 1 } ], "_tags": [], "_stars": 0, "_contributors": [ { "user": "bbuchsbaum", "count": 2, "uuid": 53819 } ], "_userbio": { "uuid": 53819, "type": "user", "name": "bbuchsbaum" }, "_downloads": { "count": 0, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/dipca" }, "_devurl": "https://github.com/bbuchsbaum/dipca", "_searchresults": 0, "_topics": [ "cpp" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/dipca.html", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_cranurl": false, "_exports": [ "arima_dicca", "dicca", "DiCCA", "dicca_predict_scores", "dicca_scores", "dipca", "DiPCA", "dipca_fit", "dipls", "dipls_scores" ], "_help": [ { "page": "arima_dicca", "title": "Compact DiCCA with AR/ARMA/ARIMA inner models (measurement-space update)", "topics": [ "arima_dicca" ] }, { "page": "dicca", "title": "Dynamic-Inner Canonical Correlation Analysis (DiCCA) Extract dynamic latent variables by maximizing correlation between each latent series and its AR(s) prediction (canonical correlation form). This follows Dong & Qin (2018 IFAC) iteration and deflation.", "topics": [ "DiCCA", "dicca" ] }, { "page": "dicca_predict_scores", "title": "One-step-ahead prediction of DLVs (diagonal G(B))", "topics": [ "dicca_predict_scores" ] }, { "page": "dicca_scores", "title": "Transform new data to Di(L)V scores using a fitted compact DiCCA model", "topics": [ "dicca_scores" ] }, { "page": "dipca", "title": "Dynamic Inner PCA (DiPCA)", "topics": [ "DiPCA", "dipca", "dipca_fit" ] }, { "page": "dipls", "title": "Dynamic-inner Partial Least Squares (DiPLS)", "topics": [ "dipls" ] }, { "page": "dipls_scores", "title": "Project X to DiPLS scores", "topics": [ "dipls_scores" ] }, { "page": "predict.dicca", "title": "Predict Method for DiCCA", "topics": [ "predict.dicca" ] }, { "page": "predict.dipca", "title": "Predict Method for DiPCA", "topics": [ "predict.dipca" ] }, { "page": "predict.dipls", "title": "Predict Y using a fitted DiPLS model", "topics": [ "predict.dipls" ] }, { "page": "residuals.dicca", "title": "Residuals Method for DiCCA", "topics": [ "residuals.dicca" ] }, { "page": "residuals.dipca", "title": "Residuals Method for DiPCA", "topics": [ "residuals.dipca" ] }, { "page": "residuals.dipls", "title": "Compute residuals for DiPLS model", "topics": [ "residuals.dipls" ] } ], "_readme": "https://github.com/bbuchsbaum/dipca/raw/HEAD/README.md", "_rundeps": [ "assertthat", "chk", "cli", "codetools", "colorspace", "corpcor", "cpp11", "crayon", "digest", "dplyr", "farver", "foreach", "forecast", "fracdiff", "future", "future.apply", "geigen", "generics", "ggplot2", "ggrepel", "glmnet", "globals", "glue", "GPArotation", "gtable", "irlba", "isoband", "iterators", "labeling", "lattice", "lifecycle", "listenv", "lmtest", "magrittr", "MASS", "Matrix", "matrixStats", "multivarious", "nlme", "nnet", "parallelly", "pillar", "pkgconfig", "pls", "PRIMME", "proxy", "R6", "RColorBrewer", "Rcpp", "RcppArmadillo", "RcppEigen", "rlang", "RSpectra", "rsvd", "S7", "scales", "shape", "survival", "svd", "tibble", "tidyselect", "timeDate", "urca", "utf8", "vctrs", "viridisLite", "withr", "zoo" ], "_sysdeps": [ { "shlib": "libstdc++", "package": "libstdc++6", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "c++", "homepage": "http://gcc.gnu.org/", "description": "GNU Standard C++ Library v3" } ], "_vignettes": [ { "source": "extracting-dynamic-components.Rmd", "filename": "extracting-dynamic-components.html", "title": "Extracting Dynamic Components from Multivariate Time Series", "author": "dipca package", "engine": "knitr::rmarkdown", "headings": [ "Introduction", "The Ground Truth: Three Dynamic Latent Components", "Visualize the Ground Truth", "Method 1: DiPCA (Dynamic Inner PCA)", "How Well Did DiPCA Recover the Components?", "DiPCA Properties: Orthogonality", "DiPCA Properties: Predictability", "Method 2: DiCCA (Dynamic Inner Canonical Correlation)", "DiCCA Property: Descending Predictability", "Compare DiPCA and DiCCA", "Reconstruction: Going Back to Original Space", "Dynamic Whitening: Removing Autocorrelation", "Summary", "When to Use Which Method?", "References", "Session Info" ], "created": "2025-10-21 15:04:08", "modified": "2026-02-14 20:45:14", "commits": 2 }, { "source": "dipca.Rmd", "filename": "dipca.html", "title": "Getting started with dipca", "engine": "knitr::rmarkdown", "headings": [ "Why dipca?", "Quick example", "DiPCA: unsupervised dynamic components", "DiCCA: components ordered by predictability", "DiPLS: supervised dynamic components", "Projecting new data", "Next steps" ], "created": "2026-02-14 20:45:14", "modified": "2026-02-14 20:45:14", "commits": 1 } ], "_score": 3.3010299956639813, "_indexed": true, "_nocasepkg": "dipca", "_universes": [ "bbuchsbaum" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.0", "date": "2026-06-04T11:20:26.000Z", "distro": "noble", "arch": "aarch64", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "8cd8a0a00b76fb192da6382a0661de9e87f224c0d7240d2f0fd3dd1591c16411", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" }, { "r": "4.7.0", "os": "linux", "version": "0.1.0", "date": "2026-06-04T11:20:24.000Z", "distro": "noble", "arch": "x86_64", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "f32b74214ed486b2e9388789cf09772ffcc5b73aaac78b34a9c618a932e320a6", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" }, { "r": "4.6.0", "os": "linux", "version": "0.1.0", "date": "2026-06-04T11:20:29.000Z", "distro": "noble", "arch": "aarch64", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "d454ef6cd0c67971f6ea19f3ee0613997f76e952c00280b304e1d0cd1381e7c3", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" }, { "r": "4.6.0", "os": "linux", "version": "0.1.0", "date": "2026-06-04T11:20:29.000Z", "distro": "noble", "arch": "x86_64", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "7cc800ea9e9f6af819852f89434a083b93f4eb80f0ca64df897f5b3fe5df056b", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" }, { "r": "4.5.3", "os": "mac", "version": "0.1.0", "date": "2026-06-04T11:35:16.000Z", "arch": "aarch64", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "a94fc38d821cb2214b4ae8fb51ddccb5e939ba4495ac60ccabc5d3fc97e54f72", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" }, { "r": "4.5.3", "os": "mac", "version": "0.1.0", "date": "2026-06-04T11:36:43.000Z", "arch": "x86_64", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "e4ef8ef602c4bb33dac42552716ff63d6318864d967b49309bea4afe9e5183eb", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" }, { "r": "4.6.0", "os": "mac", "version": "0.1.0", "date": "2026-06-04T11:36:42.000Z", "arch": "aarch64", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "c027105d5f8ce4b3b5ecd46ea6def58d208911d1a943d057e720afb7e412b2c0", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" }, { "r": "4.6.0", "os": "mac", "version": "0.1.0", "date": "2026-06-04T11:30:09.000Z", "arch": "x86_64", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "ac14870ffa1b87f0ac20321208870297f0e53cdaabc9a603f3b8cb5012937fcb", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.0", "date": "2026-06-04T11:20:39.000Z", "arch": "emscripten", "commit": "7fc174f62911a97ad15aa415ad1918d6fb7502e5", "fileid": "4036fdfd4ea183a83868b6b2b23e920f031754d4413185401535df9cbb3b9f78", "status": "success", "buildurl": "https://github.com/r-universe/bbuchsbaum/actions/runs/26948258084" } ] }