freqdom.fda: Functional Time Series: Dynamic Functional Principal Components

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 <doi:10.1111/rssb.12076>.

Package details

AuthorHormann S., Kidzinski L.
MaintainerKidzinski L. <>
Package repositoryView on CRAN
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freqdom.fda documentation built on May 2, 2019, 9:19 a.m.