tsfa: Time Series Factor Analysis
Version 2014.10-1

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

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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
InstallationInstall the latest version of this package by entering the following in R:
install.packages("tsfa")

Man pages

00.tsfa.Intro: Time Series Factor Analysis (TSFA)
checkResiduals: Check Time Series Idiosyncratic Component
distribution: Distribution of Time Series Factors Estimates
estFAmodel: Estimate a Factor Model
estTSFmodel: Estimate Time Series Factor Model
explained: Calculate Explained Portion of Data
factorNames: Extract the Factors Names from an Object
factors: Extract Time Series Factors from an Object
FAfitStats: Summary Statistics for a TSFA Models
FAmodel: Construct a Factor Model
FAmodelFitStats: Calculate Summary Statistics with given FA Model Parameters
LedermannBound: Ledermann Bound for Number of Indicators
loadings: Extract the Loadings Matrix from an Object
nfactors: Extract the Number of Factors from an Object
permusign: Internal Utility to Permute the Loadings Matrix.
predict: Predict Factor Scores from an Object.
simulate: Simulate a Time Series Factor Model
summary: summary.TSFmodel Method for Base Generic
summaryStats: Summary Statistics Calculations
tframeMethods: Time Series Factor Methods for tframe Generics
tsfa-package: Time Series Factor Analysis (TSFA)
TSFmodel: Construct a Time Series Factor Model

Functions

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

Files

inst
inst/CITATION
inst/doc
inst/doc/Guide.Stex
inst/doc/Guide.pdf
inst/doc/Guide.R
tests
tests/diff.R
tests/estTSF_QML.R
tests/TruePar.R
tests/FAfitStats.R
tests/estTSF_ML.R
tests/MCestTSF_ML.R
NAMESPACE
demo
demo/WP-2006-3.R
demo/00Index
demo/SOM-2005.R
NEWS
R
R/tsfa.R
vignettes
vignettes/Guide.Stex
MD5
build
build/vignette.rds
DESCRIPTION
man
man/FAmodel.Rd
man/simulate.Rd
man/TSFmodel.Rd
man/explained.Rd
man/predict.Rd
man/estTSFmodel.Rd
man/FAfitStats.Rd
man/estFAmodel.Rd
man/00.tsfa.Intro.Rd
man/tsfa-package.Rd
man/factors.Rd
man/distribution.Rd
man/loadings.Rd
man/FAmodelFitStats.Rd
man/summaryStats.Rd
man/tframeMethods.Rd
man/permusign.Rd
man/factorNames.Rd
man/LedermannBound.Rd
man/nfactors.Rd
man/summary.Rd
man/checkResiduals.Rd
tsfa documentation built on May 19, 2017, 3:54 p.m.