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freqdom

2.0.5Package record

Frequency Domain Based Analysis: Dynamic PCA

1packages depend
5.4Kdownloads / year
0.0%test coverage
11/13flavors OK

Overview

About

Implementation of dynamic principal component analysis (DPCA), simulation of VAR and VMA processes and frequency domain tools. These frequency domain methods for dimensionality reduction of multivariate time series were introduced by David Brillinger in his book Time Series (1974). We follow implementation guidelines as described in Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component doi:10.1111/rssb.12076.

Install

Health

CRAN checks
2NOTE11OK
Check messages
NOTECRAN incoming feasibilityr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Maintainer: ‘Kidzinski L. <lukasz.kidzinski@stanford.edu>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Hormann",
                      family = "S.",
                      role = "aut"),
               person(given = "Kidzinski",
                      family = "L.",
                      role = c("aut", "cre"),
                      email = "lukasz.kidzinski@stanford.edu"))
as necessary.

CRAN check page ↗

Slowest check: 1.1 min · r-oldrel-windows-x86_64
Status changes
  • NOTE11 OK, 2 NOTENow
  • NOTE12 OK, 2 NOTE2026-03-30
  • ERROR11 OK, 2 NOTE, 1 ERROR2026-03-10
Advisories

none known

Documentation

In release 2.0.5
READMENoVignettesNoNEWSNoCitation fileNoWebsitenot declared in DESCRIPTION
Help pages
34 (14 internal)includes a package overview page
Examples that run
100%7 run in a plain check
Exported functions with examples
30%
Documented parameters
91%
Return-value docs
95%
Help pages citing references
21%

Also includes 2 demo scripts (run with demo())

Downloads

5.4K
CRAN downloads in the past year
Rank #8,344 · ~15/day · ~447/mo
Daily download trend is not available in this view yet.
42130 days
1.1K90 days
5.4K1 year
Compare downloads with other packages →
Also on353 r2u5 autocran118 c2d4u

Dependencies

Declared dependencies
6 external dependencies (excludes base and recommended)

Installing freqdom adds 2 packages (1 with compiled code, 1.0 MB of source tarballs). Heaviest: mvtnorm 1.0 MB, matrixcalc 30 KB.

Depends (7)
R >= 2.15.0mvtnormstatsgraphicsbasematrixcalcutils
Imports (0)
none
LinkingTo (0)
none
Suggests (4)
Enhances (0)
none
Reverse dependencies
1direct
0indirect
Imports 1
Depends, Imports or LinkingTo, most downloaded first

People & History

People (from the free-text Author field) (2)

Maintainer since 1.0.4 (2015)

Releases (5)

Pick two releases to compare their code metrics.

  • R
    R 4.6.0 released · 2026-04-24
  • R
    R 4.5.0 released · 2025-04-11
  • R
    R 4.4.0 released · 2024-04-24
  • 2.0.5Latest
    record
    2024-04-07 · current release · diff ↗
  • R
    R 4.3.0 released · 2023-04-21
  • 2.0.3
    record
    2022-10-04 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 2.0.2
    record
    2022-04-18 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • R
    R 4.0.0 released · 2020-04-24
  • R
    R 3.6.0 released · 2019-04-26
  • R
    R 3.5.0 released · 2018-04-23
  • 2.0.1
    record
    2017-09-01 · diff ↗ ·
    removed 19 exports
    %x%, MSE, dprcomp, freqdom.inverse, freqdom.kronecker, freqdom.ratio, invfourier, lagged.cov, lagreg.est, linproc, norm.spec, pseudoinverse, rbb, rbm, reg.dim.est, reg.est, reglag.significance, speclagreg, speclagreg.K
    added 7 exports
    dpca, dpca.KLexpansion, dpca.filters, dpca.scores, dpca.var, fourier.inverse, plus.freqdom
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 1.0.4
    record
    2015-09-06
Show 1 earlier eventHide 1 earlier event
  • R
    R 3.2.0 released · 2015-04-16

Package metadata

First published
2015-09-06
Total releases
5 / 11 yrs
License
GPL-3 OSI
Minimum R
≥ 2.15.0
Download size
39 KB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("freqdom")

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

APA

Balamuta, J. J. (2026). R Observatory: Metrics for freqdom version 2.0.5 [Data set]. HJJB, LLC. Data release v2026-10-24. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-24, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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