Hi, All:
FinTS version 0.3-1 is now available on CRAN. This version
adds a function 'apca' for "Asymptotic Principal Components Analysis",
as discussed in Tsay (2005) Analysis of Financial Time Series, 2nd ed.
(Wiley, sec. 9.6), in addition to minor improvements in the partially
complete scripts for chapters 3 and 9.
Spencer Graves
_______________________________________________
R-packages mailing list
[EMAIL PROTECTED]
https://stat.ethz.ch/mailman/listinfo/r-packages
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
