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tsfa (version 2011.3-1)
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
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2011.3-1
2009.10-1
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Install
install.packages('tsfa')
Monthly Downloads
134
Version
2011.3-1
License
GPL-2 | file LICENSE
Maintainer
Paul Gilbert
Last Published
April 11th, 2011
Functions in tsfa (2011.3-1)
Search functions
explained
Calculate Explained Portion of Data
estTSFmodel
Estimate Time Series Factor Model
simulate.TSFmodel
Simulate a Time Series Factor Model
loadings
Extract the Loadings Matrix from an Object
predict
Predict Factor Scores from an Object.
tsfa-package
Time Series Factor Analysis (TSFA)
TSFmodel
Construct a Time Series Factor Model
estFAmodel
Estimate a Factor Model
00.tsfa.Intro
Time Series Factor Analysis (TSFA)
FAmodel
Construct a Factor Model
tframeMethods
Time Series Factor Methods for tframe Generics
LedermannBound
Ledermann Bound for Number of Indicators
FAmodelFitStats
Calculate Summary Statistics with given FA Model Parameters
summary.TSFmodel
summary.TSFmodel Method for Base Generic
summaryStats
Summary Statistics Calculations
factors
Extract Time Series Factors from an Object
nfactors
Extract the Number of Factors from an Object
FAfitStats
Summary Statistics for a TSFA Models
checkResiduals.TSFmodel
Check Time Series Idiosyncratic Component
factorNames
Extract the Factors Names from an Object
distribution.factorsEstEval
Distribution of Time Series Factors Estimates
permusign
Internal Utility to Permute the Loadings Matrix.