Message-ID: <1320702290.2905.19.camel@chrysothemis.geog.ucl.ac.uk>
Date: 2011-11-07T21:44:50Z
From: Gavin Simpson
Subject: Dynamic factor analysis
In-Reply-To: <CAKHL8T2pVWR2jkVD=uaton66U1VuN5NLGkp6P4JDqgyX9W_rKQ@mail.gmail.com>
On Mon, 2011-11-07 at 16:38 -0500, Katherine Mills wrote:
> I am wondering if anyone knows of a R package that runs dynamic factor
> analysis, as described in Zuur et al, 2003. (Estimating common trends in
> multivariate time series using dynamic factor analysis. Environmetrics 14:
> 665-685.)
>
> My initial searches have not been productive, but maybe this technique is
> listed under a different name?? Thanks in advance for any guidance.
See the MARSS package
http://cran.r-project.org/web/packages/MARSS/index.html
HTH
G
> Kathy Mills
>
> [[alternative HTML version deleted]]
>
> _______________________________________________
> R-sig-ecology mailing list
> R-sig-ecology at r-project.org
> https://stat.ethz.ch/mailman/listinfo/r-sig-ecology
>
--
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%
Dr. Gavin Simpson [t] +44 (0)20 7679 0522
ECRC, UCL Geography, [f] +44 (0)20 7679 0565
Pearson Building, [e] gavin.simpsonATNOSPAMucl.ac.uk
Gower Street, London [w] http://www.ucl.ac.uk/~ucfagls/
UK. WC1E 6BT. [w] http://www.freshwaters.org.uk
%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%~%