freqdom

swMATH32409CRANfreqdomMaRDI QIDQ44120FDOQ44120

Frequency Domain Based Analysis: Dynamic PCA

Hormann S.

Last update: 4 October 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 2.0.3

Official website: https://cran.r-project.org/web/packages/freqdom/index.html

Source code repository: https://github.com/cran/freqdom

Cites work

• Dynamic Functional Principal Components

Cited In (10)

• ProDenICA
• MTS
• gogarch
• pcdpca
• PCA4TS
• tsBSS
• freqdom.fda
• Optimal dimension reduction for high-dimensional and functional time series
• ASV
• fsMTS

This page was built for software: freqdom