tsfa: Time Series Factor Analysis
Version 2014.10-1

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

Package 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
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 29, 2017, 6 p.m.