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HDTSA
View on CRAN: Click
here
Download and install HDTSA package within the R console
Install from CRAN:
install.packages("HDTSA")
Install from Github:
library("remotes")
install_github("cran/HDTSA") Install by package version:
library("remotes")
install_version("HDTSA", "1.0.5-1") Attach the package and use:
library("HDTSA")
Maintained by
Chen Lin
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-06-04
Latest Update: 2025-01-28
Description:
Procedures for high-dimensional time series analysis including factor analysis proposed by Lam and Yao (2012) and Chang, Guo and Yao (2015) , martingale difference test proposed by Chang, Jiang and Shao (2021) preprint, principal component analysis proposed by Chang, Guo and Yao (2018) , identifying conintegration proposed by Zhang, Robinson and Yao (2019) , unit root test proposed by Chang, Cheng and Yao (2021) and white noise test proposed by Chang, Yao and Zhou (2017) .
How to cite:
Chen Lin (2021). HDTSA: High Dimensional Time Series Analysis Tools. R package version 1.0.5-1, https://cran.r-project.org/web/packages/HDTSA. Accessed 18 Aug. 2026.
Previous versions and publish date:
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Other R packages that HDTSA depends,
imports, suggests or enhances
Complete documentation for HDTSA
Functions, R codes and Examples using
the HDTSA R package
Some associated functions: HDSReg . MartG_test . PCA4_TS . WN_test . coint . factors . ur.test .
Some associated R codes: HDSreg.R . PCA4_TS.R . RcppExports.R . Tools_martingale.R . coint.R . factors.R . permutationFDR.R . permutationMax.R . segmentTS.R . tools_wntest.R . urtest.R . Full HDTSA package functions and examples
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