ctmva (Q84318)
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Continuous-Time Multivariate Analysis
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | ctmva |
Continuous-Time Multivariate Analysis |
Statements
expanded from: GPL (≥ 2) (English)
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Philip Tzvi Reiss
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Noemi Foa
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Dror Arbiv
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1 February 2026
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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, Erjia Cui and Noemi Foa (2025) "Continuous-time multivariate analysis" <doi:10.1080/10618600.2024.2374570>.
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