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 Sept. 3, 2017, 9:02 a.m.