kidzik/freqdom.fda: Functional Time Series: Dynamic Functional Principal Components
Implementations of functional dynamic principle components analysis. Related graphic tools and frequency domain methods. These methods directly use multivariate dynamic principal components implementation, following the guidelines from Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.
Getting started
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Package details |
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| Author | Hormann S., Kidzinski L. |
| Maintainer | Kidzinski L. <lukasz.kidzinski@stanford.edu> |
| License | GPL-3 |
| Version | 1.0.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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