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freqdom.fda

swMATH ID: 36344
Software Authors: Hormann S., Kidzinski L.
Description: R package freqdom.fda: Functional Time Series: Dynamic Functional Principal Components. Implementations of functional dynamic principle components analysis. Related graphic tools and frequency domain methods. These methods directly use multivariate dynamic principal components implementation, following the guidelines from Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.
Homepage: https://cran.r-project.org/web/packages/freqdom.fda/index.html
Source Code: https://github.com/cran/freqdom.fda
Dependencies: R
Related Software: fda (R); R; StFinMetrics; refund; bootstrap; rFUNTA; FUNTA; Rainbow; gamair; longmemo; ftsa; ElemStatLearn; Forecast; forecast; freqdom; meboot; itsmr; WeightedPortTest; FinTS
Cited in: 30 Publications

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