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/

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Files in this package

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

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