| Name : R-freqdom
| |
| Version : 2.0.5
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp156.2.1
| Date : 2024-06-24 13:53:15
|
| Group : Development/Libraries/Other
| Source RPM : R-freqdom-2.0.5-lp156.2.1.src.rpm
|
| Size : 0.15 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Frequency Domain Based Analysis: Dynamic PCA
|
Description :
Implementation of dynamic principal component analysis (DPCA),
simulation of VAR and VMA processes and frequency domain tools. These
frequency domain methods for dimensionality reduction of multivariate
time series were introduced by David Brillinger in his book Time Series
(1974). We follow implementation guidelines as described in Hormann,
Kidzinski and Hallin (2016), Dynamic Functional Principal Component
< doi:10.1111/rssb.12076>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.6/x86_64 |
