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PCA4TS  

Segmenting Multiple Time Series by Contemporaneous Linear Transformation
View on CRAN: Click here


Download and install PCA4TS package within the R console
Install from CRAN:
install.packages("PCA4TS")

Install from Github:
library("remotes")
install_github("cran/PCA4TS")

Install by package version:
library("remotes")
install_version("PCA4TS", "0.1")



Attach the package and use:
library("PCA4TS")
Maintained by
Bin Guo
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2015-08-05
Latest Update: 2023-07-18
Description:
To seek for a contemporaneous linear transformation for a multivariate time series such that the transformed series is segmented into several lower-dimensional subseries, and those subseries are uncorrelated with each other both contemporaneously and serially.
How to cite:
Bin Guo (2015). PCA4TS: Segmenting Multiple Time Series by Contemporaneous Linear Transformation. R package version 0.1, https://cran.r-project.org/web/packages/PCA4TS
Previous versions and publish date:
0.1 (2015-08-05 17:21)
Other packages that cited PCA4TS R package
View PCA4TS citation profile
Other R packages that PCA4TS depends, imports, suggests or enhances
Functions, R codes and Examples using the PCA4TS R package
Some associated functions: permutationFDR . permutationMax . returns . segmentTS . segmentVOL . 
Some associated R codes: firstlib.R . permutationFDR.R . permutationMax.R . segmentTS.R . segmentVOL.R .  Full PCA4TS package functions and examples
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