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cff-version: 1.2.0
message: 'To cite package "freqdom" in publications use:'
type: software
license: GPL-3.0-only
title: 'freqdom: Frequency Domain Based Analysis: Dynamic PCA'
version: 2.0.5
doi: 10.32614/CRAN.package.freqdom
abstract: 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 <https://doi.org/10.1111/rssb.12076>.
authors:
- family-names: L.
  given-names: Kidzinski
  email: lukasz.kidzinski@stanford.edu
- family-names: S.
  given-names: Hormann
repository: https://CRAN.R-project.org/package=freqdom
date-released: '2024-04-03'
contact:
- family-names: L.
  given-names: Kidzinski
  email: lukasz.kidzinski@stanford.edu