HDTSA
High Dimensional Time Series Analysis Tools
Description
An implementation for high-dimensional time series analysis methods, including factor model for vector time series proposed by Lam and Yao (2012) <doi:10.1214/12-AOS970> and Chang, Guo and Yao (2015) <doi:10.1016/j.jeconom.2015.03.024>, martingale difference test proposed by Chang, Jiang and Shao (2023) <doi:10.1016/j.jeconom.2022.09.001>, principal component analysis for vector time series proposed by Chang, Guo and Yao (2018) <doi:10.1214/17-AOS1613>, cointegration analysis proposed by Zhang, Robinson and Yao (2019) <doi:10.1080/01621459.2018.1458620>, unit root test proposed by Chang, Cheng and Yao (2022) <doi:10.1093/biomet/asab034>, white noise tests proposed by Chang, Yao and Zhou (2017) <doi:10.1093/biomet/asw066> and Chang et al. (2026+), CP-decomposition for matrix time series proposed by Chang et al. (2023) <doi:10.1093/jrsssb/qkac011> and Chang et al. (2026+) <doi:10.48550/arXiv.2410.05634>, CP-decomposition for tensor time series proposed by Chang et al. (2026+) <doi:10.48550/arXiv.2606.08560>, and statistical inference for spectral density matrix proposed by Chang et al. (2025) <doi:10.1080/01621459.2025.2468013>.
Downloads
443
Last 30 days
8970th
1.4K
Last 90 days
7.5K
Last year
Trend: +76.5% (30d vs prior 30d)
40
Last 30 days
131
Last 90 days
414
Last year
Trend: -35.5% (30d vs prior 30d)
1
Last 7 days
14
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
installed package size
installed size is 36.2Mb
sub-directories of 1Mb or more:
libs 35.2Mb
installed package size
installed size is 37.4Mb
sub-directories of 1Mb or more:
libs 36.5Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/HDTSA.Rcheck/00install.out' for details.
installed package size
installed size is 36.2Mb
sub-directories of 1Mb or more:
libs 35.2Mb
installed package size
installed size is 37.4Mb
sub-directories of 1Mb or more:
libs 36.5Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 36.2Mb
sub-directories of 1Mb or more:
libs 35.2Mb
installed package size
installed size is 36.7Mb
sub-directories of 1Mb or more:
libs 35.7Mb