Man pages for tsfa
Time Series Factor Analysis

00.tsfa.IntroTime Series Factor Analysis (TSFA)
checkResidualsCheck Time Series Idiosyncratic Component
distributionDistribution of Time Series Factors Estimates
estFAmodelEstimate a Factor Model
estTSFmodelEstimate Time Series Factor Model
explainedCalculate Explained Portion of Data
factorNamesExtract the Factors Names from an Object
factorsExtract Time Series Factors from an Object
FAfitStatsSummary Statistics for a TSFA Models
FAmodelConstruct a Factor Model
FAmodelFitStatsCalculate Summary Statistics with given FA Model Parameters
LedermannBoundLedermann Bound for Number of Indicators
loadingsExtract the Loadings Matrix from an Object
nfactorsExtract the Number of Factors from an Object
permusignInternal Utility to Permute the Loadings Matrix.
predictPredict Factor Scores from an Object.
simulateSimulate a Time Series Factor Model
summarysummary.TSFmodel Method for Base Generic
summaryStatsSummary Statistics Calculations
tframeMethodsTime Series Factor Methods for tframe Generics
tsfa-packageTime Series Factor Analysis (TSFA)
TSFmodelConstruct a Time Series Factor Model
tsfa documentation built on May 2, 2019, 5:08 a.m.