hdftsa: High-Dimensional Functional Time Series Analysis

Offers methods for visualising, modelling, and forecasting high-dimensional functional time series, also known as functional panel data. Documentation about 'hdftsa' is initially provided via the paper by Cristian F. Jimenez-Varon, Ying Sun and Han Lin Shang (2024, Journal of Computational and Graphical Statistics).

Version: 1.1
Depends: R (≥ 3.5.0), ftsa, forecast
Imports: methods, MASS, pdfCluster
Published: 2026-03-31
DOI: 10.32614/CRAN.package.hdftsa
Author: Han Lin Shang ORCID iD [aut, cre]
Maintainer: Han Lin Shang <hanlin.shang at mq.edu.au>
License: GPL-3
NeedsCompilation: no
Materials: ChangeLog
In views: TimeSeries
CRAN checks: hdftsa results

Documentation:

Reference manual: hdftsa.html , hdftsa.pdf

Downloads:

Package source: hdftsa_1.1.tar.gz
Windows binaries: r-devel: hdftsa_1.0.zip, r-release: hdftsa_1.0.zip, r-oldrel: hdftsa_1.0.zip
macOS binaries: r-release (arm64): hdftsa_1.1.tgz, r-oldrel (arm64): hdftsa_1.0.tgz, r-release (x86_64): hdftsa_1.1.tgz, r-oldrel (x86_64): hdftsa_1.0.tgz
Old sources: hdftsa archive

Linking:

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