Man pages for tsfa
Time Series Factor Analysis
| 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 |
