Nothing
Method extends multivariate and functional dynamic principal components
to periodically correlated multivariate time series. This package allows you to
compute true dynamic principal components in the presence of periodicity.
We follow implementation guidelines as described in Kidzinski, Kokoszka and
Jouzdani (2017), in Principal component analysis of periodically correlated
functional time series
Package details 


Author  Lukasz Kidzinski [aut, cre], Neda Jouzdani [aut], Piotr Kokoszka [aut] 
Date of publication  20170903 05:17:18 UTC 
Maintainer  Lukasz Kidzinski <[email protected]> 
License  GPL3 
Version  0.4 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.