Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
| Version: | 2014.10-1 |
| Depends: | R (≥ 2.1.0), GPArotation (≥ 2006.9-1), dse (≥ 2006.1-1), EvalEst (≥ 2006.1-1) |
| Imports: | setRNG (≥ 2004.4-1), tframe (≥ 2011.3-1), tfplot (≥ 2014.2-1) |
| Suggests: | CDNmoney, MASS |
| Published: | 2015-05-01 |
| Author: | Paul Gilbert and Erik Meijer |
| Maintainer: | Paul Gilbert <pgilbert.ttv9z at ncf.ca> |
| License: | GPL-2 |
| Copyright: | 2004-2011 Bank of Canada and Erik Meijer. 2012-2014 Paul Gilbert and Erik Meijer |
| URL: | http://tsanalysis.r-forge.r-project.org/ |
| NeedsCompilation: | no |
| Citation: | tsfa citation info |
| Materials: | NEWS |
| In views: | Econometrics, Finance, Multivariate, TimeSeries |
| CRAN checks: | tsfa results |
| Reference manual: | tsfa.pdf |
| Vignettes: |
tsfa Guide |
| Package source: | tsfa_2014.10-1.tar.gz |
| Windows binaries: | r-devel: tsfa_2014.10-1.zip, r-release: tsfa_2014.10-1.zip, r-oldrel: tsfa_2014.10-1.zip |
| macOS binaries: | r-release: tsfa_2014.10-1.tgz, r-oldrel: tsfa_2014.10-1.tgz |
| Old sources: | tsfa archive |
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