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tsfa (version 2014.10-1)
Time Series Factor Analysis
Description
Extraction of Factors from Multivariate Time Series. See ?00tsfa-Intro for more details.
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2021.1-3
2014.10-1
2014.2-2
2014.2-1
2012.4-1
2011.11-1
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2009.10-1
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Install
install.packages('tsfa')
Monthly Downloads
134
Version
2014.10-1
License
GPL-2
Maintainer
Paul Gilbert
Last Published
May 1st, 2015
Functions in tsfa (2014.10-1)
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predict
Predict Factor Scores from an Object.
estTSFmodel
Estimate Time Series Factor Model
tframeMethods
Time Series Factor Methods for tframe Generics
FAmodelFitStats
Calculate Summary Statistics with given FA Model Parameters
factors
Extract Time Series Factors from an Object
summaryStats
Summary Statistics Calculations
estFAmodel
Estimate a Factor Model
checkResiduals.TSFmodel
Check Time Series Idiosyncratic Component
tsfa-package
Time Series Factor Analysis (TSFA)
TSFmodel
Construct a Time Series Factor Model
FAfitStats
Summary Statistics for a TSFA Models
loadings
Extract the Loadings Matrix from an Object
summary.TSFmodel
summary.TSFmodel Method for Base Generic
FAmodel
Construct a Factor Model
explained
Calculate Explained Portion of Data
00.tsfa.Intro
Time Series Factor Analysis (TSFA)
LedermannBound
Ledermann Bound for Number of Indicators
permusign
Internal Utility to Permute the Loadings Matrix.
nfactors
Extract the Number of Factors from an Object
distribution.factorsEstEval
Distribution of Time Series Factors Estimates
factorNames
Extract the Factors Names from an Object
simulate.TSFmodel
Simulate a Time Series Factor Model