Package: ForeCA
Type: Package
Title: ForeCA - Forecastable Component Analysis
Version: 0.1
Date: 2014-03-01
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 explicitly searches
    for the most ''forecastable'' signal. The measure of forecastability is
    based on negative 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
    data (time series).
Depends: R (>= 2.15.0), ifultools (>= 2.0-0), splus2R (>= 1.2-0), nlme
        (>= 3.1-64)
License: GPL-2
Imports: R.utils, sapa, mgcv, astsa
Packaged: 2014-03-02 16:20:38 UTC; root
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-03-03 00:52:23
