kidzik/freqdom.lin: Linear models for Multivariate Time Series

Methods for the analysis of multivariate time series using frequency domain techniques. Implementations of estimators of operators in lagged regression.

Getting started

Package details

AuthorHormann S., Kidzinski L.
MaintainerKidzinski L. <lukasz.kidzinski@stanford.edu>
LicenseGPL-3
Version1.0.5
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("kidzik/freqdom.lin")
kidzik/freqdom.lin documentation built on May 11, 2019, 4:17 p.m.