Man pages for pcdpca
Dynamic Principal Components for Periodically Correlated Functional Time Series

pcdpcaCompute periodically correlacted DPCA filter coefficients
pcdpca.inverseRetrieve a process from given scores
pcdpca.scoresCompute periodically correlated DPCA scores, given the...
pcdpca documentation built on May 2, 2019, 3:38 p.m.