Package: freqdom.fda 1.0.1

Kidzinski L.

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>.

Authors:Hormann S., Kidzinski L.

freqdom.fda_1.0.1.tar.gz
freqdom.fda_1.0.1.tar.gz(r-4.5-noble)freqdom.fda_1.0.1.tar.gz(r-4.4-noble)
freqdom.fda_1.0.1.tgz(r-4.4-emscripten)freqdom.fda_1.0.1.tgz(r-4.3-emscripten)
freqdom.fda.pdf |freqdom.fda.html✨
freqdom.fda/json (API)

# Install 'freqdom.fda' in R:

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

Datasets:

pm10 - PM10 dataset

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

17 exports 0.00 score 50 dependencies 12 scripts 304 downloads

Last updated 2 years agofrom:e7f67b38db. Checks:OK: 1 NOTE: 1. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Aug 23 2024
R-4.5-linux	NOTE	Aug 23 2024

Exports:fts.cov.structure fts.dpca fts.dpca.filters fts.dpca.KLexpansion fts.dpca.scores fts.dpca.var fts.freqdom fts.plot.covariance fts.plot.filters fts.plot.operators fts.rar fts.rma fts.spectral.density fts.timedom fts.timedom.trunc is.fts.freqdom is.fts.timedom

Dependencies:ash bitops cli cluster colorspace deSolve fansi farver fda fds FNN freqdom ggplot2 glue gtable hdrcde isoband kernlab KernSmooth ks labeling lattice lifecycle locfit magrittr MASS Matrix matrixcalc mclust mgcv multicool munsell mvtnorm nlme pcaPP pillar pkgconfig pracma R6 rainbow RColorBrewer Rcpp RCurl rlang scales tibble utf8 vctrs viridisLite withr

Citation

Readme and manuals

Help Manual

Help page	Topics
Functional time series: dynamic FPCA	freqdom.fda-package fda.ts _PACKAGE
Estimate autocovariance and cross-covariances operators	fts.cov.structure
Compute Functional Dynamic Principal Components and dynamic Karhunen Loeve extepansion	fts.dpca
Functional dynamic PCA filters	fts.dpca.filters
Dynamic KL expansion	fts.dpca.KLexpansion
Functional dynamic principal component scores	fts.dpca.scores
Proportion of variance explained by dynamic principal components	fts.dpca.var
Creates an object of class 'fts.freqdom'.	fts.freqdom
Contour plot for the kernels of cross-covariance operators.	fts.plot.covariance
Plot kernels	fts.plot.filters
Contour plot of operator kernels.	fts.plot.operators
Simulate functional autoregressive processes	fts.rar
Simulate functional moving average processes	fts.rma
Functional spectral and cross-spectral density operator	fts.spectral.density
Object of class 'fts.timedom'	fts.timedom
Checks if an object belongs to the class fts.freqdom	is.fts.freqdom
Checks if an object belongs to the class fts.timedom	is.fts.timedom
PM10 dataset	pm10

Package: freqdom.fda 1.0.1

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

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)