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 .


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Reference manual

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install.packages("freqdom.fda")

0.9.1 by Kidzinski L., 2 years ago


Browse source code at https://github.com/cran/freqdom.fda


Authors: Hormann S. , Kidzinski L.


Documentation:   PDF Manual  


Task views: Functional Data Analysis, Time Series Analysis


GPL-3 license


Depends on mvtnorm, stats, graphics, base, fda, freqdom

Suggests MASS, MARSS


See at CRAN