ctmva: Continuous-Time Multivariate Analysis

Implements a basis function or functional data analysis framework for several techniques of multivariate analysis in continuous-time setting. Specifically, we introduced continuous-time analogues of several classical techniques of multivariate analysis, such as principal component analysis, canonical correlation analysis, Fisher linear discriminant analysis, K-means clustering, and so on. Details are in Biplab Paul, Philip T. Reiss and Erjia Cui (2023) "Continuous-time multivariate analysis" <doi:10.48550/arXiv.2307.09404>.

Version: 1.4.0
Imports: fda, polynom
Suggests: eegkit, corrplot
Published: 2024-02-06
DOI: 10.32614/CRAN.package.ctmva
Author: Biplab Paul [aut, cre], Philip Tzvi Reiss [aut]
Maintainer: Biplab Paul <paul.biplab497 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
CRAN checks: ctmva results


Reference manual: ctmva.pdf


Package source: ctmva_1.4.0.tar.gz
Windows binaries: r-devel: ctmva_1.4.0.zip, r-release: ctmva_1.4.0.zip, r-oldrel: ctmva_1.4.0.zip
macOS binaries: r-release (arm64): ctmva_1.4.0.tgz, r-oldrel (arm64): ctmva_1.4.0.tgz, r-release (x86_64): ctmva_1.4.0.tgz, r-oldrel (x86_64): ctmva_1.4.0.tgz
Old sources: ctmva archive


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