To cite gdpc in publications use:
Peña D, Smucler E, Yohai VJ (2020).“gdpc: An R Package for Generalized Dynamic Principal Components.”Journal of Statistical Software, Code Snippets,92(2), 1–23.doi:10.18637/jss.v092.c02.
Corresponding BibTeX entry:
@Article{, title = {{gdpc}: An {R} Package for Generalized Dynamic Principal Components}, author = {Daniel Pe\~na and Ezequiel Smucler and Victor J. Yohai}, journal = {Journal of Statistical Software, Code Snippets}, year = {2020}, volume = {92}, number = {2}, pages = {1--23}, doi = {10.18637/jss.v092.c02}, }