tsfa: Time Series Factor Analysis

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

Package details

AuthorPaul Gilbert and Erik Meijer <[email protected]>
MaintainerPaul Gilbert <[email protected]>
LicenseGPL-2
Version2014.10-1
URL http://tsanalysis.r-forge.r-project.org/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("tsfa")

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tsfa documentation built on May 2, 2019, 5:08 a.m.