tsfa (version 2021.1-3)

Time Series Factor Analysis

Description

Extraction of Factors from Multivariate Time Series. See '?00tsfa-Intro' for more details.

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Version

Install

install.packages('tsfa')

Monthly Downloads

99

Version

2021.1-3

License

GPL-2

Maintainer

Paul Gilbert

Last Published

January 10th, 2021