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?
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
jlivsey/sigex documentation built on July 30, 2022, 5:40 p.m.