hectorhaffenden/TSIMD: Dimension Reduction for Multivariate Time Series.

Uses methods derived from the Sliced Inverse Mean Difference algorithm. Further reading can be found by researching Sliced Inverse Regression.

Getting started

Package details

AuthorHector Haffenden
MaintainerHector Haffenden <haffendenhector@gmail.com>
LicenseGPL-3
Version0.1.0
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("hectorhaffenden/TSIMD")
hectorhaffenden/TSIMD documentation built on Nov. 4, 2019, 1:30 p.m.