tsfa: Time Series Factor Analysis

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
OS X Mavericks binaries: r-release: tsfa_2014.10-1.tgz, r-oldrel: tsfa_2014.10-1.tgz
Old sources: tsfa archive