tuckermcelroy/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
Browse package contents
Package details |
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| Author | Tucker McElroy |
| Maintainer | James Livsey <james.a.livsey@census.gov> Tucker McElroy <tucker.s.mcelroy@census.gov> |
| License | GPL (>= 2) |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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