pcdpca (0.2.1)

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Dynamic Principal Components for Periodically Correlated Functional Time Series.

http://cran.r-project.org/web/packages/pcdpca

Method extends multivariate dynamic principal components to periodically correlated multivariate time series.

Maintainer: Lukasz Kidzinski
Author(s): Lukasz Kidzinski [aut, cre], Neda Jouzdani [aut], Piotr Kokoszka [aut]

License: GPL-3

Uses: fda, freqdom

Released 9 months ago.


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