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esmucler / odpc

This package provides functions for computing One-Sided Dynamic Principal Components, a novel multivariate time series dimension reduction technique proposed in Peña, Smucler and Yohai (2019) (https://doi.org/10.1080/01621459.2018.1520117).
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Fix issue with Field export #3

Closed esmucler closed 2 years ago

esmucler commented 2 years ago

Addresses points raised here