freqdom.fda: Functional Time Series: Dynamic Functional Principal Components

Implementations of functional dynamic principle components analysis. Related graphic tools and frequency domain methods. These methods directly use multivariate dynamic principal components implementation, following the guidelines from Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.

Version: 1.0.1
Depends: R (≥ 2.15.0), mvtnorm, stats, graphics, base, fda, freqdom
Suggests: MASS, MARSS
Published: 2022-04-19
DOI: 10.32614/CRAN.package.freqdom.fda
Author: Hormann S., Kidzinski L.
Maintainer: Kidzinski L. <lukasz.kidzinski at>
License: GPL-3
NeedsCompilation: no
In views: FunctionalData, TimeSeries
CRAN checks: freqdom.fda results


Reference manual: freqdom.fda.pdf


Package source: freqdom.fda_1.0.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): freqdom.fda_1.0.1.tgz, r-oldrel (arm64): freqdom.fda_1.0.1.tgz, r-release (x86_64): freqdom.fda_1.0.1.tgz, r-oldrel (x86_64): freqdom.fda_1.0.1.tgz
Old sources: freqdom.fda archive


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