To seek for a contemporaneous linear transformation for a multivariate time series such that the transformed series is segmented into several lower-dimensional subseries, and those subseries are uncorrelated with each other both contemporaneously and serially.
|Depends:||R (≥ 3.1.1)|
|Author:||Jinyuan Chang, Bin Guo and Qiwei Yao|
|Maintainer:||Bin Guo <guobin1987 at pku.edu.cn>|
|CRAN checks:||PCA4TS results|
|Windows binaries:||r-devel: PCA4TS_0.1.zip, r-release: PCA4TS_0.1.zip, r-oldrel: PCA4TS_0.1.zip|
|OS X Mavericks binaries:||r-release: PCA4TS_0.1.tgz, r-oldrel: PCA4TS_0.1.tgz|
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