SignalY
1.1.1Signal Extraction from Panel Data via Bayesian Sparse Regression and Spectral Decomposition
Overview
Provides a comprehensive toolkit for extracting latent signals from panel data through multivariate time series analysis. Implements spectral decomposition methods including wavelet multiresolution analysis via maximal overlap discrete wavelet transform, Percival and Walden (2000) doi:10.1017/CBO9780511841040, empirical mode decomposition for non-stationary signals, Huang et al. (1998) doi:10.1098/rspa.1998.0193, and Bayesian trend extraction via the Grant-Chan embedded Hodrick-Prescott filter, Grant and Chan (2017) doi:10.1016/j.jedc.2016.12.007. Features Bayesian variable selection through regularized Horseshoe priors, Piironen and Vehtari (2017) doi:10.1214/17-EJS1337SI, for identifying structurally relevant predictors from high-dimensional candidate sets. Includes dynamic factor model estimation, principal component analysis with bootstrap significance testing, and automated technical interpretation of signal morphology and variance topology.
Install
Health
- OK2026-08-0513 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-05-1113 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- WARNING2026-05-1012 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
- OK2026-04-2512 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Show 1 earlier snapshots
- NOTE2026-03-1011 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 64%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 23%
Downloads
Repository
Commits over time
Repository practices
Checks run against github.com/isadorenabi/signaly on 2026-08-16.
No development-tooling practices detected in the upstream repository.
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- RR 4.6.0 released · 2026-04-24
- 1.1.1Latest
- 1.1.02026-01-28
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2026-01-28
- Total releases
- 2 / 1 yrs
- License
- MIT + file LICENSE OSI
- Additional repositories
- mc-stan.org
- Minimum R
- ≥ 4.1.0
- Download size
- 120 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
Cite this package
Run in R for the authors' preferred citation:
citation("SignalY")This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.
Cite the R Observatory
For a number measured here: a download total, a coverage figure, an archival date.
From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.