Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
| Version: | 2011.11-1 |
| Depends: | R (≥ 2.1.0), GPArotation (≥ 2006.9-1), setRNG (≥ 2004.4-1), tframe (≥ 2011.3-1), dse (≥ 2006.1-1), EvalEst (≥ 2006.1-1) |
| Suggests: | CDNmoney, MASS |
| Published: | 2011-11-03 |
| Author: | Paul Gilbert and Erik Meijer |
| Maintainer: | Paul Gilbert and Erik Meijer <pgilbert.ttv9z at ncf.ca> |
| License: | GPL-2 | file LICENSE |
| URL: | http://tsanalysis.r-forge.r-project.org/ |
| Citation: | tsfa citation info |
| In views: | Econometrics, Finance, Multivariate, TimeSeries |
| CRAN checks: | tsfa results |
| Package source: | tsfa_2011.11-1.tar.gz |
| MacOS X binary: | tsfa_2011.11-1.tgz |
| Windows binary: | tsfa_2011.11-1.zip |
| Reference manual: | tsfa.pdf |
| Vignettes: |
tsfa Guide |
| News/ChangeLog: | NEWS |
| Old sources: | tsfa archive |