CRAN/E | freqdom.fda

freqdom.fda

Functional Time Series

Installation

About

Implementations of functional dynamic principle components analysis. Related graphic tools and frequency domain methods. These methods directly use multivariate dynamic principal components implementation, following the guidelines from Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component doi:10.1111/rssb.12076.

Key Metrics

Version 1.0.1
R ≥ 2.15.0
Published 2022-04-19 730 days ago
Needs compilation? no
License GPL-3
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Maintainer

Maintainer

Kidzinski L.

lukasz.kidzinski@stanford.edu

Authors

Hormann S.
Kidzinski L.

Material

Reference manual
Package source

In Views

FunctionalData
TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

freqdom.fda archive

Depends

R ≥ 2.15.0
mvtnorm
stats
graphics
base
fda
freqdom

Suggests

MASS
MARSS