tsfa (2014.10-1)

0 users

Time Series Factor Analysis.


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 7 months ago.

8 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of tsfa yet. Want to be the first? Write one now.

Related packages: MSBVAR, car, dlm, dse, dyn, dynlm, its, sde, timeSeries, tsDyn, tseries, urca, vars, zoo, CADFtest, forecast, AER, bayesm, boot, Ecdat(20 best matches, based on common tags.)

Search for tsfa on google, google scholar, r-help, r-devel.

Visit tsfa on R Graphical Manual.