tsfa (2007.05-1)

Time Series Factor Analysis.

http://www.bank-banque-canada.ca/pgilbert
http://cran.r-project.org/web/packages/tsfa

Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.

Maintainer: Paul Gilbert
Author(s): Paul Gilbert and Erik Meijer <pgilbert@bank-banque-canada.ca>

License: GPL Version 2. See the LICENSE file for details.

Uses: GPArotation, setRNG, tframe, CDNmoney

Released about 6 years ago.