is.timedom

Checks if an object belongs to the class <code>timedom</code>.

classes

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
guidelines as described in Hormann, Kidzinski and Hallin (2016),
Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.

Lukasz Kidzinski

freqdom

Frequency Domain Based Analysis: Dynamic PCA

is.timedom function

<dl><dt>X</dt>
<dd>some object</dd></dl>

Arguments

Checks if an object belongs to the class timedom — is.timedom

<dl>

<dt>X</dt>
<dd>some object</dd>

</dl>

is.timedom: Checks if an object belongs to the class timedom

Description

Usage

Value

Arguments

See Also