PCA4TS

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Segmenting Multiple Time Series by Contemporaneous Linear Transformation

Jinyuan Chang

Last update: 5 August 2015

Copyright license: GNU General Public License, version 2.0

Software version identifier: 0.1

Official website: https://cran.r-project.org/web/packages/PCA4TS/index.html

Source code repository: https://github.com/cran/PCA4TS

Cited In (3)

• gogarch
• freqdom
• Testing for high-dimensional white noise using maximum cross-correlations

This page was built for software: PCA4TS