Package: ForeCA
Type: Package
Title: Forecastable Component Analysis
Version: 0.2.2
Date: 2015-04-29
Author: Georg M. Goerg <im@gmge.org>
Maintainer: Georg M. Goerg <im@gmge.org>
URL: http://www.gmge.org
Description: Implementation of Forecastable Component Analysis ('ForeCA'), 
    including main algorithms and auxiliary function (summary, plotting, etc.)
    to apply 'ForeCA' to multivariate time series data. 
    '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.
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,
NeedsCompilation: no
Packaged: 2015-04-29 13:29:11 UTC; root
Repository: CRAN
Date/Publication: 2015-04-29 16:23:28
Built: R 3.1.3; ; 2015-05-11 15:17:49 UTC; unix
