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.
| Version: | 1.0.4 |
| Depends: | R (≥ 2.15.0), mvtnorm, stats, graphics, base |
| Suggests: | fda, MASS, MARSS |
| Published: | 2015-09-06 |
| Author: | Hormann S., Kidzinski L. |
| Maintainer: | Kidzinski L. <lukasz.kidzinski at epfl.ch> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| CRAN checks: | freqdom results |
| Reference manual: | freqdom.pdf |
| Package source: | freqdom_1.0.4.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| OS X Snow Leopard binaries: | r-release: not available, r-oldrel: not available |
| OS X Mavericks binaries: | r-release: not available |