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ctmva: Continuous-Time Multivariate Analysis
Implements a basis function or functional data analysis framework for several techniques of multivariate analysis in continuous-time setting. Specifically, we introduced continuous-time analogues of several classical techniques of multivariate analysis, such as principal component analysis, canonical correlation analysis, Fisher linear discriminant analysis, K-means clustering, and so on. Details are in Biplab Paul, Philip T. Reiss and Erjia Cui (2023) "Continuous-time multivariate analysis" <doi:10.48550/arXiv.2307.09404>.
Getting started
Browse package contents
Package details |
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| Author | Biplab Paul [aut, cre], Philip Tzvi Reiss [aut] |
| Maintainer | Biplab Paul <paul.biplab497@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.4.0 |
| Package repository | View on CRAN |
| Installation |
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