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freqdom: Frequency Domain Analysis for Multivariate Time Series
Methods for the analysis of multivariate time series using frequency domain techniques. Implementations of dynamic principle components analysis (DPCA) and estimators of operators in lagged regression. Examples of usage in functional data analysis setup.
Getting started
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Package details |
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| Author | Hormann S., Kidzinski L. |
| Maintainer | Kidzinski L. <lukasz.kidzinski@epfl.ch> |
| License | GPL-3 |
| Version | 1.0.4 |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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