ctmva
1.6.0Continuous-Time Multivariate Analysis
Overview
Implements a basis function or functional data analysis framework for several techniques of multivariate analysis in continuous-time setting. Specifically, we introduced continuous-time analogues of several classical techniques of multivariate analysis, such as principal component analysis, canonical correlation analysis, Fisher linear discriminant analysis, K-means clustering, and so on. Details are in Biplab Paul, Philip T. Reiss, Erjia Cui and Noemi Foa (2025) "Continuous-time multivariate analysis" <doi: 10.1080/10618600.2024.2374570>.
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
- OK2026-03-1014 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 71%
- Documented parameters
- 81%
- Return-value docs
- 95%
- References docs
- 4%
Downloads
Dependencies
Nothing depends on this yet.
Code & Tests
People & History
7 releases. Pick two to compare their code metrics. R releases are shown for context.
Package metadata
- First published
- 2022-08-18
- Total releases
- 7 / 4 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 4.1.0
- Download size
- 31 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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