jlivsey/sigex: Ecce Signum: Multivariate Signal Extraction

Multivariate signal extraction routines which includes: high frequency applications, canonical models, forecasting, Wiener-Kolmogorov signal extraction and calculation of standard errors.

Getting started

Package details

AuthorTucker McElroy
MaintainerJames Livsey <james.a.livsey@census.gov> Tucker McElroy <tucker.s.mcelroy@census.gov>
LicenseWhat license is it under?
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("jlivsey/sigex")
jlivsey/sigex documentation built on April 10, 2021, 3:39 p.m.