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tsfa (version 2014.2-2)
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
2011.3-1
2009.10-1
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Install
install.packages('tsfa')
Monthly Downloads
134
Version
2014.2-2
License
GPL-2
Maintainer
Paul Gilbert
Last Published
February 24th, 2014
Functions in tsfa (2014.2-2)
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FAfitStats
Summary Statistics for a TSFA Models
nfactors
Extract the Number of Factors from an Object
estFAmodel
Estimate a Factor Model
FAmodelFitStats
Calculate Summary Statistics with given FA Model Parameters
summaryStats
Summary Statistics Calculations
factorNames
Extract the Factors Names from an Object
LedermannBound
Ledermann Bound for Number of Indicators
distribution.factorsEstEval
Distribution of Time Series Factors Estimates
explained
Calculate Explained Portion of Data
checkResiduals.TSFmodel
Check Time Series Idiosyncratic Component
loadings
Extract the Loadings Matrix from an Object
factors
Extract Time Series Factors from an Object
tframeMethods
Time Series Factor Methods for tframe Generics
estTSFmodel
Estimate Time Series Factor Model
00.tsfa.Intro
Time Series Factor Analysis (TSFA)
summary.TSFmodel
summary.TSFmodel Method for Base Generic
simulate.TSFmodel
Simulate a Time Series Factor Model
TSFmodel
Construct a Time Series Factor Model
FAmodel
Construct a Factor Model
predict
Predict Factor Scores from an Object.
permusign
Internal Utility to Permute the Loadings Matrix.
tsfa-package
Time Series Factor Analysis (TSFA)