R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
fsMTS
View on CRAN: Click
here
Download and install fsMTS package within the R console
Install from CRAN:
install.packages("fsMTS")
Install from Github:
library("remotes")
install_github("cran/fsMTS") Install by package version:
library("remotes")
install_version("fsMTS", "0.1.7") Attach the package and use:
library("fsMTS")
Maintained by
Dmitry Pavlyuk
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-03-25
Latest Update:
Description:
Implements feature selection routines for multivariate time series (MTS).
The list of implemented algorithms includes:
own lags (independent MTS components),
distance-based (using external structure, e.g. Pfeifer and Deutsch (1980) ),
cross-correlation (see Schelter et al. (2006, ISBN:9783527406234)),
graphical LASSO (see Haworth and Cheng (2014) ),
random forest (see Pavlyuk (2020) "Random Forest Variable Selection for Sparse Vector Autoregressive Models" in Contributions to Statistics, in production),
least angle regression (see Gelper and Croux (2008) ),
mutual information (see Schelter et al. (2006, ISBN:9783527406234), Liu et al. (2016) ),
and partial spectral coherence (see Davis et al.(2016) ).
In addition, the package implements functions for ensemble feature selection (using feature ranking and majority voting).
The package is implemented within Dmitry Pavlyuk's research project No. 1.1.1.2/VIAA/1/16/112 "Spatiotemporal urban traffic modelling using big data".
How to cite:
Dmitry Pavlyuk (2020). fsMTS: Feature Selection for Multivariate Time Series. R package version 0.1.7, https://cran.r-project.org/web/packages/fsMTS. Accessed 06 Aug. 2026.
Previous versions and publish date:
Other packages that cited fsMTS R package
View fsMTS citation profile
Other R packages that fsMTS depends,
imports, suggests or enhances
Functions, R codes and Examples using
the fsMTS R package
Some associated functions: cutoff . fsEnsemble . fsMTS-package . fsMTS . fsSimilarity . fsSimilarityMatrix . fsSparsity . traffic.mini . traffic .
Some associated R codes: fsCCF.R . fsDistance.R . fsGLASSO.R . fsIndependent.R . fsLARS.R . fsMI.R . fsMTS-package.R . fsMTS.R . fsPSC.R . fsRF.R . utils.R . Full fsMTS package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
r2resize
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
RRedshiftSQL
Superclasses 'PostgreSQL' connection to help enable full 'dplyr' functionality on 'Redshift'. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Michael Treadwell (view profile)
lsmeans
Obtain least-squares means for linear, generalized linear,
and mixed models. Compute contrasts or l ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Russell Lenth (view profile)
SAMBA
Health research using data from electronic health records (EHR) has gained
popularity, but miscla ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Alexander Rix (view profile)
TMDb
Provides an R-interface to the TMDb API (see TMDb API on < ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Andrea Capozio (view profile)
28,083
R Packages
239,283
Dependencies
74,457
Author Associations
28,084
Publication Badges
