tsfa (2014.2-2)

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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 6 months ago.


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