pcdpca: Dynamic Principal Components for Periodically Correlated Functional Time Series
Version 0.2.1

Method extends multivariate dynamic principal components to periodically correlated multivariate time series.

Getting started

Package details

AuthorLukasz Kidzinski [aut, cre], Neda Jouzdani [aut], Piotr Kokoszka [aut]
Date of publication2016-11-27 00:06:38
MaintainerLukasz Kidzinski <lukasz.kidzinski@stanford.edu>
LicenseGPL-3
Version0.2.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pcdpca")

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pcdpca documentation built on May 29, 2017, 12:54 p.m.