freqdom

cranv2.0.5

Frequency Domain Based Analysis: Dynamic PCA. Implementation of dynamic principal component analysis (DPCA), simulation of VAR and VMA processes and frequency domain tools. These frequency domain methods for dimensionality reduction of multivariate time series were introduced by David Brillinger in his book Time Series (1974). We follow impleme

License GPL-3strong copyleft0 versions1 maintainers6 deps105 weekly dl
https://CRAN.R-project.org/package=freqdom
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mvtnormstatsgraphicsbasematrixcalcutils
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First published · 2024-04-06 23:02:52

Last updated · 2024-04-06T21:03:00+00:00