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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 stanford.edu>
License: GPL-3
NeedsCompilation: no
In views: FunctionalData, TimeSeries
CRAN checks: freqdom.fda results

Documentation:

Reference manual: freqdom.fda.pdf

Downloads:

Package source: freqdom.fda_1.0.1.tar.gz
Windows binaries: r-devel: freqdom.fda_1.0.1.zip, r-release: freqdom.fda_1.0.1.zip, r-oldrel: freqdom.fda_1.0.1.zip
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

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.