Hi, All: FinTS version 0.3-1 is now available on CRAN. This version adds a function 'apca' for "Asymptotic Principal Components Analysis", as discussed in Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley, sec. 9.6), in addition to minor improvements in the partially complete scripts for chapters 3 and 9. Spencer Graves _______________________________________________ R-packages mailing list R-packages at r-project.org https://stat.ethz.ch/mailman/listinfo/r-packages
FinTS_0.3-1
1 message · Spencer Graves