tsfa: Time Series Factor Analysis

Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.

AuthorPaul Gilbert and Erik Meijer <pgilbert.ttv9z@ncf.ca>
Date of publication2015-05-01 23:37:37
MaintainerPaul Gilbert <pgilbert.ttv9z@ncf.ca>
LicenseGPL-2
Version2014.10-1
http://tsanalysis.r-forge.r-project.org/

View on CRAN

Functions

00.tsfa.Intro Man page
checkResiduals.TSFmodel Man page
diff.TSFexplained Man page
diff.TSFfactors Man page
diff.TSFmodel Man page
distribution.factorsEstEval Man page
DstandardizedLoadings Man page
DstandardizedLoadings.TSFmodel Man page
estFAmodel Man page
estTSF.ML Man page
estTSFmodel Man page
explained Man page
explained.FAmodel Man page
explained.TSFmodel Man page
factorNames Man page
factorNames.EstEval Man page
factorNames.FAmodel Man page
factorNames.TSFfactors Man page
factors Man page
factors.EstEval Man page
factors.TSFmodel Man page
FAfitStats Man page
FAfitStats.default Man page
FAfitStats.TSFmodel Man page
FAmodel Man page
FAmodel.default Man page
FAmodel.FAmodel Man page
FAmodelFitStats Man page
LedermannBound Man page
nfactors Man page
nfactors.EstEval Man page
nfactors.FAmodel Man page
nfactors.TSFestModel Man page
nfactors.TSFfactors Man page
nfactors.TSFmodel Man page
permusign Man page
predict.FAmodel Man page
predict.TSFestModel Man page
predict.TSFmodel Man page
print.summary.FAmodel Man page
print.summary.TSFmodel Man page
print.summary.TSFmodelEstEval Man page
seriesNames.TSFmodel Man page
simulate.TSFmodel Man page
summary.FAmodel Man page
summaryStats Man page
summaryStats.TSFmodelEstEval Man page
summary.TSFmodel Man page
summary.TSFmodelEstEval Man page
tfplot.TSFexplained Man page
tfplot.TSFfactors Man page
tfplot.TSFmodel Man page
tfplot.TSFmodelEstEval Man page
tframe.TSFmodel Man page
tsfa.Intro Man page
tsfa-package Man page
TSFmodel Man page
TSFmodel.default Man page
TSFmodel.FAmodel Man page
TSFmodel.TSFmodel Man page

Files

tsfa
tsfa/inst
tsfa/inst/CITATION
tsfa/inst/doc
tsfa/inst/doc/Guide.Stex
tsfa/inst/doc/Guide.pdf
tsfa/inst/doc/Guide.R
tsfa/tests
tsfa/tests/diff.R
tsfa/tests/estTSF_QML.R
tsfa/tests/TruePar.R
tsfa/tests/FAfitStats.R
tsfa/tests/estTSF_ML.R
tsfa/tests/MCestTSF_ML.R
tsfa/NAMESPACE
tsfa/demo
tsfa/demo/WP-2006-3.R
tsfa/demo/00Index
tsfa/demo/SOM-2005.R
tsfa/NEWS
tsfa/R
tsfa/R/tsfa.R
tsfa/vignettes
tsfa/vignettes/Guide.Stex
tsfa/MD5
tsfa/build
tsfa/build/vignette.rds
tsfa/DESCRIPTION
tsfa/man
tsfa/man/FAmodel.Rd tsfa/man/simulate.Rd tsfa/man/TSFmodel.Rd tsfa/man/explained.Rd tsfa/man/predict.Rd tsfa/man/estTSFmodel.Rd tsfa/man/FAfitStats.Rd tsfa/man/estFAmodel.Rd tsfa/man/00.tsfa.Intro.Rd tsfa/man/tsfa-package.Rd tsfa/man/factors.Rd tsfa/man/distribution.Rd tsfa/man/loadings.Rd tsfa/man/FAmodelFitStats.Rd tsfa/man/summaryStats.Rd tsfa/man/tframeMethods.Rd tsfa/man/permusign.Rd tsfa/man/factorNames.Rd tsfa/man/LedermannBound.Rd tsfa/man/nfactors.Rd tsfa/man/summary.Rd tsfa/man/checkResiduals.Rd

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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