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>
Package repositoryView on CRAN
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pcdpca documentation built on May 29, 2017, 12:54 p.m.