To seek for a contemporaneous linear transformation for a multivariate time series such that the transformed series is segmented into several lower-dimensional subseries, and those subseries are uncorrelated with each other both contemporaneously and serially.
| Version: | 0.1 |
| Depends: | R (≥ 3.1.1) |
| Imports: | tseries |
| Published: | 2015-08-05 |
| Author: | Jinyuan Chang, Bin Guo and Qiwei Yao |
| Maintainer: | Bin Guo <guobin1987 at pku.edu.cn> |
| License: | GPL-2 |
| NeedsCompilation: | yes |
| In views: | TimeSeries |
| CRAN checks: | PCA4TS results |
| Reference manual: | PCA4TS.pdf |
| Package source: | PCA4TS_0.1.tar.gz |
| Windows binaries: | r-devel: PCA4TS_0.1.zip, r-release: PCA4TS_0.1.zip, r-oldrel: PCA4TS_0.1.zip |
| macOS binaries: | r-release: PCA4TS_0.1.tgz, r-oldrel: PCA4TS_0.1.tgz |
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