[R] [R-pkgs] FinTS_0.3-1
Spencer Graves
spencer.graves at pdf.com
Sun Mar 30 00:50:16 CET 2008
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
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