Method extends multivariate dynamic principal components to periodically correlated multivariate time series.
| Version: | 0.2.1 |
| Depends: | R (≥ 3.3.1) |
| Imports: | freqdom, fda |
| Published: | 2016-11-27 |
| Author: | Lukasz Kidzinski [aut, cre], Neda Jouzdani [aut], Piotr Kokoszka [aut] |
| Maintainer: | Lukasz Kidzinski <lukasz.kidzinski at stanford.edu> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README |
| In views: | FunctionalData, TimeSeries |
| CRAN checks: | pcdpca results |
| Reference manual: | pcdpca.pdf |
| Package source: | pcdpca_0.2.1.tar.gz |
| Windows binaries: | r-devel: pcdpca_0.2.1.zip, r-release: pcdpca_0.2.1.zip, r-oldrel: pcdpca_0.2.1.zip |
| OS X El Capitan binaries: | r-release: pcdpca_0.2.1.tgz |
| OS X Mavericks binaries: | r-oldrel: pcdpca_0.2.1.tgz |
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