tsfa swMATH ID: 40331 Software Authors: Paul Gilbert, Erik Meijer Description: R package tsfa: Time Series Factor Analysis. Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details. Homepage: https://ftp.uni-bayreuth.de/math/statlib/R/CRAN/src/contrib/Descriptions/tsfa.html Dependencies: R Related Software: MTS; PCA4TS; freqdom; gdpc; CRAN Task Views; JADE; imputeTS; UCI-ml; zoo; tuneR; RcppArmadillo; Rcpp; ICtest; forecast; boot; rmgarch; gogarch; tensorBSS; BSSasymp; ICS; ProDenICA Cited in: 0 Publications