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 <pgilbert.ttv9z@ncf.ca>
MaintainerPaul Gilbert <pgilbert.ttv9z@ncf.ca>
LicenseGPL-2
Version2021.1-3
URL https://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 Jan. 13, 2021, 10:53 a.m.