Package: freqdom 2.0.5

Kidzinski L.

freqdom: Frequency Domain Based Analysis: Dynamic PCA

Implementation of dynamic principal component analysis (DPCA), simulation of VAR and VMA processes and frequency domain tools. These frequency domain methods for dimensionality reduction of multivariate time series were introduced by David Brillinger in his book Time Series (1974). We follow implementation guidelines as described in Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.

Authors:Hormann S., Kidzinski L.

freqdom_2.0.5.tar.gz
freqdom_2.0.5.zip(r-4.7-any)freqdom_2.0.5.zip(r-4.6-any)
freqdom_2.0.5.tar.gz(r-4.7-any)freqdom_2.0.5.tar.gz(r-4.6-any)
freqdom_2.0.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
freqdom/json (API)

# Install 'freqdom' in R:
install.packages('freqdom', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

2.06 score 1 packages 38 scripts 378 downloads 24 exports 2 dependencies

Last updated from:13be6524a4. Checks:6 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-develOK126
source / vignettesOK181
linux-releaseOK202
windows-develOK78
windows-releaseOK82
wasm-releaseOK115

Exports:%*%%c%cov.structuredpcadpca.filtersdpca.KLexpansiondpca.scoresdpca.varfilter.processfourier.inversefourier.transformfreqdomfreqdom.eigenfreqdom.productfreqdom.transposeis.freqdomis.timedomplus.freqdomrarrmaspectral.densitytimedomtimedom.normstimedom.trunc

Dependencies:matrixcalcmvtnorm