ctmva (Q84318)

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Continuous-Time Multivariate Analysis
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ctmva
Continuous-Time Multivariate Analysis

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    1.1.0
    20 December 2022
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    1.0
    18 August 2022
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    1.2.0
    4 July 2023
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    1.3.0
    19 July 2023
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    1.4.0
    6 February 2024
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    6 February 2024
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    Implements a basis function or functional data analysis framework for several techniques of multivariate analysis in continuous-time setting. Specifically, we introduced continuous-time analogues of several classical techniques of multivariate analysis, such as principal component analysis, canonical correlation analysis, Fisher linear discriminant analysis, K-means clustering, and so on. Details are in Biplab Paul, Philip T. Reiss and Erjia Cui (2023) "Continuous-time multivariate analysis" <doi:10.48550/arXiv.2307.09404>.
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