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.
- Version1.0.1
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release04/19/2022
Documentation
Team
Kidzinski L.
Hormann S.
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- Depends3 packages
- Suggests2 packages