Man pages for ForeCA
Forecastable Component Analysis

common-argumentsList of common arguments
complete-controlsCompletes several control settings
continuous_entropyShannon entropy for a continuous pdf
discrete_entropyShannon entropy for discrete pmf
forecaForecastable Component Analysis
foreca.EM-auxForeCA EM auxiliary functions
foreca.EM.one_weightvectorEM-like algorithm to estimate optimal ForeCA transformation
foreca.one_weightvector-utilsPlot, summary, and print methods for class...
ForeCA-packageImplementation of Forecastable Component Analysis (ForeCA)
foreca-utilsPlot, summary, and print methods for class 'foreca'
initialize_weightvectorInitialize weightvector for iterative ForeCA algorithms
mvspectrumEstimates spectrum of multivariate time series
mvspectrum2wcovCompute (weighted) covariance matrix from frequency spectrum
mvspectrum-utilsS3 methods for class 'mvspectrum'
OmegaEstimate forecastability of a time series
quadratic_formComputes quadratic form x' A x
sfaSlow Feature Analysis
spectral_entropyEstimates spectral entropy of a time series
whitenwhitens multivariate data
ForeCA documentation built on May 29, 2017, 9:09 a.m.