Package: ForeCA
Type: Package
Title: Forecastable Component Analysis
Version: 0.2.0
Date: 2015-01-01
Author: Georg M. Goerg <im@gmge.org>
Maintainer: Georg M. Goerg <im@gmge.org>
URL: http://www.gmge.org
Description: Forecastable Component Analysis (ForeCA) is a novel dimension
    reduction (DR) technique for temporally dependent signals. Contrary to
    other popular DR methods, such as PCA or ICA, ForeCA takes time dependency
    explicitly into account and searches for the most ''forecastable'' signal.
    The measure of forecastability is based on the Shannon entropy of the
    spectral density of the transformed signal. This R package provides the
    main algorithms and auxiliary function (summary, plotting, etc.) to apply
    ForeCA to multivariate time series data.
Depends: R (>= 3.0.0), ifultools (>= 2.0.0)
License: GPL-2
Imports: MASS, sapa
Suggests: astsa, mgcv, nlme (>= 3.1-64), testthat (>= 0.9.0), rSFA,
Packaged: 2015-02-20 02:12:07 UTC; georg
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-02-20 11:58:25
