Package: SignalY
Type: Package
Title: Signal Extraction from Panel Data via Bayesian Sparse Regression
        and Spectral Decomposition
Version: 1.1.1
Authors@R: 
    person("Jose Mauricio", "Gomez Julian", 
           email = "isadore.nabi@pm.me",
           role = c("aut", "cre"),
           comment = c(ORCID = "0009-0000-2412-3150"))
Author: Jose Mauricio Gomez Julian [aut, cre] (ORCID:
    <https://orcid.org/0009-0000-2412-3150>)
Maintainer: Jose Mauricio Gomez Julian <isadore.nabi@pm.me>
Description: Provides a comprehensive toolkit for extracting latent signals from
    panel data through multivariate time series analysis. Implements spectral
    decomposition methods including wavelet multiresolution analysis via maximal
    overlap discrete wavelet transform, Percival and Walden (2000)
    <doi:10.1017/CBO9780511841040>, empirical mode decomposition for
    non-stationary signals, Huang et al. (1998) <doi:10.1098/rspa.1998.0193>,
    and Bayesian trend extraction via the Grant-Chan embedded Hodrick-Prescott
    filter, Grant and Chan (2017) <doi:10.1016/j.jedc.2016.12.007>. Features
    Bayesian variable selection through regularized Horseshoe priors, Piironen
    and Vehtari (2017) <doi:10.1214/17-EJS1337SI>, for identifying structurally
    relevant predictors from high-dimensional candidate sets. Includes dynamic
    factor model estimation, principal component analysis with bootstrap
    significance testing, and automated technical interpretation of signal
    morphology and variance topology.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.1.0)
Imports: stats, graphics, grDevices, utils, parallel, waveslim (>=
        1.8.4), EMD (>= 1.5.9), urca (>= 1.3.3)
Suggests: GPArotation, plotly, cmdstanr (>= 0.7.0), posterior (>=
        1.5.0), bayesplot (>= 1.10.0), loo (>= 2.6.0), projpred (>=
        2.6.0), testthat (>= 3.0.0), knitr, rmarkdown, patchwork
Additional_repositories: https://mc-stan.org/r-packages/
VignetteBuilder: knitr
RoxygenNote: 7.3.3
URL: https://github.com/IsadoreNabi/SignalY
BugReports: https://github.com/IsadoreNabi/SignalY/issues
NeedsCompilation: no
Packaged: 2026-01-30 04:41:14 UTC; ROG
Repository: CRAN
Date/Publication: 2026-02-04 16:00:14 UTC
Built: R 4.6.0; ; 2026-04-27 20:14:07 UTC; unix
