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.tar.gz(r-4.5-noble)freqdom_2.0.5.tar.gz(r-4.4-noble)
freqdom_2.0.5.tgz(r-4.4-emscripten)freqdom_2.0.5.tgz(r-4.3-emscripten)
freqdom.pdf |freqdom.html✨
freqdom/json (API)

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

Peer review:

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

2.60 score 4 packages 33 scripts 367 downloads 24 exports 2 dependencies

Last updated 8 months agofrom:13be6524a4. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKNov 03 2024
R-4.5-linuxOKNov 03 2024

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

Dependencies:matrixcalcmvtnorm