Segmenting Multiple Time Series by Contemporaneous Linear Transformation
Documentation for package ‘PCA4TS’ version 0.1
DESCRIPTION file
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Help Pages
permutationFDR
Permutation Using the FDR Method
permutationMax
Permutation Using the Maximum Cross Correlation Method
returns
Daily returns of six stocks
segmentTS
Segment Multivariate Time Series
segmentVOL
Segment Multivariate Volatility Processes
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