R: Forecastable Component Analysis

# Forecastable Component Analysis

## Documentation for package ‘ForeCA’ version 0.2.7

- DESCRIPTION file
- User guides, package vignettes and other documentation
- Package NEWS
- Package README

## Help Pages

ForeCA-package | Implementation of Forecastable Component Analysis (ForeCA)
biplot.foreca | Plot, summary, and print methods for class 'foreca'
check_mvspectrum_normalized | Estimates spectrum of multivariate time series
check_whitened | whitens multivariate data
common-arguments | List of common arguments
complete-controls | Completes several control settings
complete_algorithm_control | Completes several control settings
complete_entropy_control | Completes several control settings
complete_spectrum_control | Completes several control settings
continuous_entropy | Shannon entropy for a continuous pdf
discrete_entropy | Shannon entropy for discrete pmf
fill_hermitian | Computes quadratic form x' A x
ForeCA | Implementation of Forecastable Component Analysis (ForeCA)
foreca | Forecastable Component Analysis
foreca-utils | Plot, summary, and print methods for class 'foreca'
foreca.EM-aux | ForeCA EM auxiliary functions
foreca.EM.E_and_M_step | ForeCA EM auxiliary functions
foreca.EM.E_step | ForeCA EM auxiliary functions
foreca.EM.h | ForeCA EM auxiliary functions
foreca.EM.M_step | ForeCA EM auxiliary functions
foreca.EM.one_weightvector | EM-like algorithm to estimate optimal ForeCA transformation
foreca.multiple_weightvectors | Forecastable Component Analysis
foreca.one_weightvector | Forecastable Component Analysis
foreca.one_weightvector-utils | Plot, summary, and print methods for class 'foreca.one_weightvector'
get_spectrum_from_mvspectrum | Estimates spectrum of multivariate time series
initialize_weightvector | Initialize weightvector for iterative ForeCA algorithms
mvpgram | Estimates spectrum of multivariate time series
mvspectrum | Estimates spectrum of multivariate time series
mvspectrum-utils | S3 methods for class 'mvspectrum'
mvspectrum2wcov | Compute (weighted) covariance matrix from frequency spectrum
normalize_mvspectrum | Estimates spectrum of multivariate time series
Omega | Estimate forecastability of a time series
plot.foreca | Plot, summary, and print methods for class 'foreca'
plot.foreca.one_weightvector | Plot, summary, and print methods for class 'foreca.one_weightvector'
plot.mvspectrum | S3 methods for class 'mvspectrum'
print.foreca | Plot, summary, and print methods for class 'foreca'
quadratic_form | Computes quadratic form x' A x
sfa | Slow Feature Analysis
spectral_entropy | Estimates spectral entropy of a time series
spectrum_of_linear_combination | Estimates spectrum of multivariate time series
sqrt_matrix | whitens multivariate data
summary.foreca | Plot, summary, and print methods for class 'foreca'
summary.foreca.one_weightvector | Plot, summary, and print methods for class 'foreca.one_weightvector'
weightvector2entropy_wcov | Compute (weighted) covariance matrix from frequency spectrum
whiten | whitens multivariate data