| Name : R-HDTSA
| |
| Version : 1.0.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp155.1.1
| Date : 2024-09-10 10:18:45
|
| Group : Development/Libraries/Other
| Source RPM : R-HDTSA-1.0.4-lp155.1.1.src.rpm
|
| Size : 0.54 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : High Dimensional Time Series Analysis Tools
|
Description :
Procedures for high-dimensional time series analysis including factor
analysis proposed by Lam and Yao (2012) < doi:10.1214/12-AOS970> and
Chang, Guo and Yao (2015)
< doi:10.1016/j.jeconom.2015.03.024>,martingale difference test proposed
by Chang, Jiang and Shao (2022) < doi:10.1016/j.jeconom.2022.09.001> in
press,principal component analysis proposed by Chang, Guo and Yao
(2018) < doi:10.1214/17-AOS1613>, identifying cointegration proposed by
Zhang, Robinson and Yao (2019) < doi:10.1080/01621459.2018.1458620>,
unit root test proposed by Chang, Cheng and Yao (2021)
< doi:10.1093/biomet/asab034>, white noise test proposed by Chang, Yao
and Zhou (2017) < doi:10.1093/biomet/asw066>, CP-decomposition for
high-dimensional matrix time series proposed by Chang, He, Yang and
Yao(2023) < doi:10.1093/jrsssb/qkac011> and Chang, Du, Huang and Yao
(2024+), and Statistical inference for high-dimensional spectral
density matrix porposed by Chang, Jiang, McElroy and Shao (2023)
< doi:10.48550/arXiv.2212.13686>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.5/x86_64 |
