Package: hdftsa 1.0

Han Lin Shang

hdftsa: High-Dimensional Functional Time Series Analysis

Offers methods for visualizing, modelling, and forecasting high-dimensional functional time series, also known as functional panel data. Documentation about 'hdftsa' is provided via the paper by Cristian F. Jimenez-Varon, Ying Sun and Han Lin Shang (2024, <doi:10.1080/10618600.2024.2319166>).

Authors:Han Lin Shang [aut, cre]

hdftsa_1.0.tar.gz
hdftsa_1.0.tar.gz(r-4.5-noble)hdftsa_1.0.tar.gz(r-4.4-noble)
hdftsa_1.0.tgz(r-4.4-emscripten)hdftsa_1.0.tgz(r-4.3-emscripten)
hdftsa.pdf |hdftsa.html✨
hdftsa/json (API)

# Install 'hdftsa' in R:

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

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

1.00 score 6 exports 136 dependencies

Last updated 27 days agofrom:6390175d50. Checks:2 OK. Indexed: yes.

Target	Result	Latest binary
Doc / Vignettes	OK	Jan 24 2025
R-4.5-linux	OK	Jan 24 2025

Exports:FANOVA One_way_median_polish One_way_Residuals Two_way_median_polish Two_way_Residuals Two_way_Residuals_means

Dependencies:abind ash backports base64enc bitops boot bslib cachem checkmate class cli cluster colorspace curl cvar data.table deSolve digest e1071 ecp evaluate evgam fansi farver fastICA fastmap fBasics fda fdapace fds fGarch FNN fontawesome forecast foreign Formula fracdiff fs ftsa gbutils generics geometry ggplot2 glue GPArotation gridExtra gss gtable hdrcde highr Hmisc htmlTable htmltools htmlwidgets isoband jquerylib jsonlite kernlab KernSmooth knitr ks labeling LaplacesDemon lattice lifecycle linprog Lmoments lmtest locfit lpSolve magic magrittr MASS Matrix mclust memoise mgcv mime mnormt multicool munsell mvtnorm nlme nnet numDeriv pcaPP pdfCluster pillar pkgconfig pracma proxy psych quadprog quantmod R6 rainbow rappdirs rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen RcppProgress RCurl Rdpack rlang rmarkdown ROOPSD rpart rstudioapi sandwich sass scales sde spatial stabledist stringi stringr strucchange tibble timeDate timeSeries tinytex tseries TTR urca utf8 vars vctrs viridis viridisLite withr xfun xts yaml zoo

Citation

Readme and manuals

Help Manual

Help page	Topics
High-dimensional Functional Time Series Analysis	hdftsa-package hdftsa
Functional analysis of variance fitted by means.	FANOVA
One-way functional median polish from Sun and Genton (2012)	One_way_median_polish
Functional time series decomposition into deterministic (from functional median polish of Sun and Genton (2012)), and functional residual components.	One_way_Residuals
Two-way functional median polish from Sun and Genton (2012)	Two_way_median_polish
Functional time series decomposition into deterministic (from functional median polish from Sun and Genton (2012)), and time-varying components (functional residuals).	Two_way_Residuals
Functional time series decomposition into deterministic (functional analysis of variance fitted by means), and time-varying components (functional residuals).	Two_way_Residuals_means

Package: hdftsa 1.0

hdftsa: High-Dimensional Functional Time Series Analysis

Citation

Readme and manuals

Help Manual

Usage by other packages (reverse dependencies)