Dynamic Principal Components for Periodically Correlated Functional Time Series
Documentation for package ‘pcdpca’ version 0.4
DESCRIPTION file
.
Code demos
. Use
demo()
to run them.
Help Pages
pcdpca
Compute periodically correlacted DPCA filter coefficients
pcdpca.inverse
Retrieve a process from given scores
pcdpca.scores
Compute periodically correlated DPCA scores, given the filters XI