Abstract
This function is used to segment a stationary/nonstationary multivariate series into n uncorrelated subseries. Notice that the following libraries are needed to be installed before using the GTSPCA function: library(roll);library(expm)
| Original language | English |
|---|---|
| Type | Developing R Package |
| Media of output | R |
| Publisher | University of Strathclyde |
| Number of pages | 1 |
| Place of Publication | Glasgow |
| Publication status | Published - 10 Mar 2020 |
Keywords
- GTSPCA
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