freqdom.fda (0.9.1)
Functional Time Series: Dynamic Functional Principal Components.
http://cran.r-project.org/web/packages/freqdom.fda
Implementations of functional dynamic principle components analysis. Related graphic tools and frequency domain methods. These methods directly use multivariate dynamic principal components implementation, following the guidelines from Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component .
Maintainer:
Lukasz Kidzinski
Author(s): Hormann S., Kidzinski L.
License: GPL-3
Uses: fda, freqdom, mvtnorm, MASS, MARSS
Released over 2 years ago.
Ratings
Overall: |
|
Documentation: |
|
Log in to vote.
Reviews
No one has written a review of freqdom.fda yet. Want to be the first? Write one now.
Related packages: ftsa, freqdom, pcdpca, influxdbr, classiFunc, sparseFLMM, acp, depmix, deseasonalize, costat, CommonTrend, changepoint, cents, carx, bigtime, bsts, brainwaver, nnfor, depmixS4, tsfeatures … (20 best matches, based on common tags.)
Search for freqdom.fda on google, google scholar, r-help, r-devel.
Visit freqdom.fda on R Graphical Manual.