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 .


Reference manual

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0.9.1 by Kidzinski L., 4 years ago

Browse source code at

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