Man pages for PCA4TS
Segmenting Multiple Time Series by Contemporaneous Linear Transformation

permutationFDRPermutation Using the FDR Method
permutationMaxPermutation Using the Maximum Cross Correlation Method
returnsDaily returns of six stocks
segmentTSSegment Multivariate Time Series
segmentVOLSegment Multivariate Volatility Processes
PCA4TS documentation built on May 2, 2019, 9:42 a.m.