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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: | 1.0.1 |
| Depends: | R (≥ 2.15.0), mvtnorm, stats, graphics, base, fda, freqdom |
| Suggests: | MASS, MARSS |
| Published: | 2022-04-19 |
| 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 |
| Reference manual: | freqdom.fda.pdf |
| Package source: | freqdom.fda_1.0.1.tar.gz |
| Windows binaries: | r-devel: freqdom.fda_1.0.1.zip, r-release: freqdom.fda_1.0.1.zip, r-oldrel: freqdom.fda_1.0.1.zip |
| macOS binaries: | r-release (arm64): freqdom.fda_1.0.1.tgz, r-oldrel (arm64): freqdom.fda_1.0.1.tgz, r-release (x86_64): freqdom.fda_1.0.1.tgz, r-oldrel (x86_64): freqdom.fda_1.0.1.tgz |
| Old sources: | freqdom.fda archive |
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