tsfa: Time Series Factor Analysis

Extraction of Factors from Multivariate Time Series. See '?00tsfa-Intro' for more details.

Version: 2021.1-3
Depends: R (≥ 2.1.0), GPArotation (≥ 2006.9-1), dse (≥ 2006.1-1), EvalEst (≥ 2006.1-1)
Imports: setRNG (≥ 2004.4-1), tframe (≥ 2011.3-1), tfplot (≥ 2014.2-1), stats, graphics
Suggests: CDNmoney, MASS
Published: 2021-01-10
Author: Paul Gilbert and Erik Meijer
Maintainer: Paul Gilbert <pgilbert.ttv9z at ncf.ca>
License: GPL-2
Copyright: 2004-2011 Bank of Canada and Erik Meijer. 2012-2014 Paul Gilbert and Erik Meijer
URL: https://tsanalysis.r-forge.r-project.org/
NeedsCompilation: no
Citation: tsfa citation info
Materials: NEWS
In views: Econometrics, Finance, Multivariate, TimeSeries
CRAN checks: tsfa results


Reference manual: tsfa.pdf
Vignettes: tsfa Guide
Package source: tsfa_2021.1-3.tar.gz
Windows binaries: r-devel: tsfa_2021.1-3.zip, r-release: tsfa_2021.1-3.zip, r-oldrel: tsfa_2021.1-3.zip
macOS binaries: r-release: tsfa_2021.1-3.tgz, r-oldrel: tsfa_2021.1-3.tgz
Old sources: tsfa archive


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