Dynamic Principal Components for Periodically Correlated Functional Time Series
Overview
Method extends multivariate and functional dynamic principal components to periodically correlated multivariate time series. This package allows you to compute true dynamic principal components in the presence of periodicity. We follow implementation guidelines as described in Kidzinski, Kokoszka and Jouzdani (2017), in Principal component analysis of periodically correlated functional time series arXiv:1612.00040.
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- Help pages
- 3
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 33%
- Documented parameters
- 100%
- Return-value docs
- 67%
- Help pages citing references
- 67%
Also includes 3 demo scripts (run with demo())
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- RR 4.6.0 released · 2026-04-24
- archivedRemoved from CRAN2025-06-13issues were not corrected despite reminders
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- RR 4.3.0 released · 2023-04-21
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- RR 4.0.0 released · 2020-04-24
- RR 3.6.0 released · 2019-04-26
- RR 3.5.0 released · 2018-04-23
- 0.42017-09-03 · diff ↗
- RR 3.4.0 released · 2017-04-21
- 0.2.12016-11-26
- RR 3.3.0 released · 2016-05-03
Package metadata
- First published
- 2016-11-26
- Total releases
- 2 / 10 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 3.3.1
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