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.

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
In views: FunctionalData
CRAN checks: freqdom results

Downloads:

Reference manual: freqdom.pdf
Package source: freqdom_1.0.4.tar.gz
Windows binaries: r-devel: freqdom_1.0.4.zip, r-release: freqdom_1.0.4.zip, r-oldrel: freqdom_1.0.4.zip
OS X El Capitan binaries: r-release: freqdom_1.0.4.tgz
OS X Mavericks binaries: r-oldrel: freqdom_1.0.4.tgz

Reverse dependencies:

Reverse imports: pcdpca

Linking:

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