tsfa (2012.4-1)
Time Series Factor Analysis.
http://tsanalysis.r-forge.r-project.org/
http://cran.r-project.org/web/packages/tsfa
Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
Maintainer:
Paul Gilbert and Erik Meijer
Author(s): Paul Gilbert and Erik Meijer <pgilbert.ttv9z@ncf.ca>
License: GPL-2
Uses: dse, EvalEst, GPArotation, setRNG, tfplot, tframe, CDNmoney, MASS
Released about 1 year ago.
5 previous versions
- tsfa_2011.11-1. Released over 1 year ago.
- tsfa_2011.3-1. Released about 2 years ago.
- tsfa_2009.10-1. Released over 3 years ago.
- tsfa_2009.02-1. Released over 4 years ago.
- tsfa_2007.05-1. Released about 6 years ago.
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