Forecastable Component Analysis

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Documentation for package ‘ForeCA’ version 0.2.7

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

ForeCA-package	Implementation of Forecastable Component Analysis (ForeCA)
biplot.foreca	Plot, summary, and print methods for class 'foreca'
check_mvspectrum_normalized	Estimates spectrum of multivariate time series
check_whitened	whitens multivariate data
common-arguments	List of common arguments
complete-controls	Completes several control settings
complete_algorithm_control	Completes several control settings
complete_entropy_control	Completes several control settings
complete_spectrum_control	Completes several control settings
continuous_entropy	Shannon entropy for a continuous pdf
discrete_entropy	Shannon entropy for discrete pmf
fill_hermitian	Computes quadratic form x' A x
ForeCA	Implementation of Forecastable Component Analysis (ForeCA)
foreca	Forecastable Component Analysis
foreca-utils	Plot, summary, and print methods for class 'foreca'
foreca.EM-aux	ForeCA EM auxiliary functions
foreca.EM.E_and_M_step	ForeCA EM auxiliary functions
foreca.EM.E_step	ForeCA EM auxiliary functions
foreca.EM.h	ForeCA EM auxiliary functions
foreca.EM.M_step	ForeCA EM auxiliary functions
foreca.EM.one_weightvector	EM-like algorithm to estimate optimal ForeCA transformation
foreca.multiple_weightvectors	Forecastable Component Analysis
foreca.one_weightvector	Forecastable Component Analysis
foreca.one_weightvector-utils	Plot, summary, and print methods for class 'foreca.one_weightvector'
get_spectrum_from_mvspectrum	Estimates spectrum of multivariate time series
initialize_weightvector	Initialize weightvector for iterative ForeCA algorithms
mvpgram	Estimates spectrum of multivariate time series
mvspectrum	Estimates spectrum of multivariate time series
mvspectrum-utils	S3 methods for class 'mvspectrum'
mvspectrum2wcov	Compute (weighted) covariance matrix from frequency spectrum
normalize_mvspectrum	Estimates spectrum of multivariate time series
Omega	Estimate forecastability of a time series
plot.foreca	Plot, summary, and print methods for class 'foreca'
plot.foreca.one_weightvector	Plot, summary, and print methods for class 'foreca.one_weightvector'
plot.mvspectrum	S3 methods for class 'mvspectrum'
print.foreca	Plot, summary, and print methods for class 'foreca'
quadratic_form	Computes quadratic form x' A x
sfa	Slow Feature Analysis
spectral_entropy	Estimates spectral entropy of a time series
spectrum_of_linear_combination	Estimates spectrum of multivariate time series
sqrt_matrix	whitens multivariate data
summary.foreca	Plot, summary, and print methods for class 'foreca'
summary.foreca.one_weightvector	Plot, summary, and print methods for class 'foreca.one_weightvector'
weightvector2entropy_wcov	Compute (weighted) covariance matrix from frequency spectrum
whiten	whitens multivariate data