freqdom: Frequency Domain Analysis for Multivariate Time Series
Version 1.0.4

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

Package details

AuthorHormann S., Kidzinski L.
Date of publication2015-09-06 09:15:16
MaintainerKidzinski L. <lukasz.kidzinski@epfl.ch>
LicenseGPL-3
Version1.0.4
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("freqdom", repos="http://R-Forge.R-project.org")

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freqdom documentation built on May 31, 2017, 4:18 a.m.