### Abstract

The RCC_QMDPCA criterion is a new tool to determine the optimal number of components (i.e. QMDPCs) to retain for the Quadratic Moving Dynamic Principal Component Analysis (QMDPCA). This criterion balances between the following two desires, reducing the dimension of the data and increasing the accuracy of the final results of QMDPCA; See Alshammri and Pan (2020). Notice that the following libraries are needed to be installed before using the mcov function: library(roll); library(QMDPCA)

Original language | English |
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Type | Developing R Package |

Media of output | R |

Publisher | University of Strathclyde |

Number of pages | 1 |

Place of Publication | Glasgow |

Publication status | Published - 10 Mar 2020 |

### Keywords

- RCCQ

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## Cite this

Alshammri, F. A. M. (2020, Mar 10). RCCQ: Retained Component Criterion for the Quadratic Moving Dynamic Principal Component Analysis.

*Glasgow: University of Strathclyde*.