freqdom.fda: Functional Time Series: Dynamic Functional Principal Components

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>.

Version: 0.9.1
Depends: R (≥ 2.15.0), mvtnorm, stats, graphics, base, fda, freqdom
Suggests: MASS, MARSS
Published: 2017-09-04
Author: Hormann S., Kidzinski L.
Maintainer: Kidzinski L. <lukasz.kidzinski at stanford.edu>
License: GPL-3
NeedsCompilation: no
In views: FunctionalData, TimeSeries
CRAN checks: freqdom.fda results

Downloads:

Reference manual: freqdom.fda.pdf
Package source: freqdom.fda_0.9.1.tar.gz
Windows binaries: r-devel: freqdom.fda_0.9.1.zip, r-devel-gcc8: freqdom.fda_0.9.1.zip, r-release: freqdom.fda_0.9.1.zip, r-oldrel: freqdom.fda_0.9.1.zip
OS X binaries: r-release: freqdom.fda_0.9.1.tgz, r-oldrel: freqdom.fda_0.9.1.tgz

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