-
Notifications
You must be signed in to change notification settings - Fork 3
Commit
This commit does not belong to any branch on this repository, and may belong to a fork outside of the repository.
- Loading branch information
Showing
2 changed files
with
10 additions
and
3 deletions.
There are no files selected for viewing
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Original file line number | Diff line number | Diff line change |
---|---|---|
|
@@ -8,9 +8,9 @@ Maintainer: Kidzinski L. <[email protected]> | |
Description: 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 | ||
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>. | ||
Dynamic Functional Principal Component <doi:10.1111/rssb.12076>. | ||
License: GPL-3 | ||
Depends: | ||
R (>= 2.15.0), | ||
|
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters