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tsfa (version 2007.05-1)
Time Series Factor Analysis
Description
Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
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2014.10-1
2014.2-2
2014.2-1
2012.4-1
2011.11-1
2011.3-1
2009.10-1
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Install
install.packages('tsfa')
Monthly Downloads
134
Version
2007.05-1
License
GPL Version 2. See the LICENSE file for details.
Maintainer
Paul Gilbert
Last Published
May 7th, 2007
Functions in tsfa (2007.05-1)
Search functions
LedermannBound
Ledermann Bound for Number of Indicators
loadings
Extract the Loadings Matrix from an Object
FAmodel
Construct a Factor Model
distribution.factorsEstEval
Distribution of Time Series Factors Estimates
tsfa-package
Time Series Factor Analysis (TSFA)
checkResiduals.TSFmodel
Check Time Series Idiosyncratic Component
explained
Calculate Explained Portion of Data
FAfitStats
Summary Statistics for a TSFA Models
FAmodelFitStats
Calculate Summary Statistics with given FA Model Parameters
factorNames
Extract the Factors Names from an Object
tframeMethods
Time Series Factor Methods for tframe Generics
summary.TSFmodel
summary.TSFmodel Method for Base Generic
permusign
Internal Utility to Permute the Loadings Matrix.
TSFmodel
Construct a Time Series Factor Model
00.tsfa.Intro
Time Series Factor Analysis (TSFA)
simulate.TSFmodel
Simulate a Time Series Factor Model
factors
Extract Time Series Factors from an Object
predict
Predict Factor Scores from an Object.
summaryStats
Summary Statistics Calculations
estTSFmodel
Estimate Time Series Factor Model
estFAmodel
Estimate a Factor Model
nfactors
Extract the Number of Factors from an Object