freqdom.fda

Functional Time Series: Dynamic Functional Principal Components

CRAN Package

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.

  • Version1.0.1
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?No
  • Last release04/19/2022

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  • Depends3 packages
  • Suggests2 packages