freqdom
Frequency Domain Based Analysis: Dynamic PCA
v2.0.5
·
Apr 6, 2024
·
GPL-3
Description
Implementation of dynamic principal component analysis (DPCA), simulation of VAR and VMA processes and frequency domain tools. These frequency domain methods for dimensionality reduction of multivariate time series were introduced by David Brillinger in his book Time Series (1974). We follow implementation guidelines as described in Hormann, Kidzinski and Hallin (2016), Dynamic Functional Principal Component <doi:10.1111/rssb.12076>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | ERROR |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Kidzinski L. <lukasz.kidzinski@stanford.edu>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Hormann",
family = "S.",
role = "aut"),
person(given = "Kidzinski",
family = "L.",
role = c("aut", "cre"),
email = "lukasz.kidzinski@stanford.edu"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Kidzinski L. <lukasz.kidzinski@stanford.edu>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Hormann",
family = "S.",
role = "aut"),
person(given = "Kidzinski",
family = "L.",
role = c("aut", "cre"),
email = "lukasz.kidzinski@stanford.edu"))
as necessary.
OK
r-devel-linux-x86_64-fedora-clang
*
OK
r-devel-linux-x86_64-fedora-gcc
*
ERROR
r-devel-macos-arm64
examples
Running examples in ‘freqdom-Ex.R’ failed The error most likely occurred in: > ### Name: dpca > ### Title: Compute Dynamic Principal Components and dynamic Karhunen Loeve > ### extepansion > ### Aliases: dpca > ### Keywords: DPCA > > ### ** Examples > > X = rar(100,3) > > # Compute DPCA with only one component > res.dpca = dpca(X, q = 5, Ndpc = 1) *** caught segfault *** address 0x1, cause 'invalid permissions' Traceback: 1: eigen(M) 2: close.eigen(F$operators[, , theta], Prev) 3: freqdom.eigen(F) 4: dpca.filters(res$spec.density, q = q, Ndpc = Ndpc) 5: dpca(X, q = 5, Ndpc = 1) An irrecoverable exception occurred. R is aborting now ...
OK
r-devel-windows-x86_64
*
OK
r-oldrel-macos-arm64
*
OK
r-oldrel-macos-x86_64
*
OK
r-oldrel-windows-x86_64
*
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
OK
r-release-macos-arm64
*
OK
r-release-macos-x86_64
*
OK
r-release-windows-x86_64
*
Check History
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
CRAN incoming feasibility
Maintainer: ‘Kidzinski L. <lukasz.kidzinski@stanford.edu>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Hormann",
family = "S.",
role = "aut"),
person(given = "Kidzinski",
family = "L.",
role = c("aut", "cre"),
email = "lukasz.kidzinski@stanford.edu"))
as necessary.
NOTE
r-devel-linux-x86_64-debian-gcc
CRAN incoming feasibility
Maintainer: ‘Kidzinski L. <lukasz.kidzinski@stanford.edu>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Hormann",
family = "S.",
role = "aut"),
person(given = "Kidzinski",
family = "L.",
role = c("aut", "cre"),
email = "lukasz.kidzinski@stanford.edu"))
as necessary.
ERROR
r-devel-macos-arm64
examples
Running examples in ‘freqdom-Ex.R’ failed The error most likely occurred in: > ### Name: dpca > ### Title: Compute Dynamic Principal Components and dynamic Karhunen Loeve > ### extepansion > ### Aliases: dpca > ### Keywords: DPCA > > ### ** Examples > > X = rar(100,3) > > # Compute DPCA with only one component > res.dpca = dpca(X, q = 5, Ndpc = 1) *** caught segfault *** address 0x1, cause 'invalid permissions' Traceback: 1: eigen(M) 2: close.eigen(F$operators[, , theta], Prev) 3: fr
Reverse Dependencies (1)
imports
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Version History
new
2.0.5
Mar 9, 2026