[R] MAFA and DFA for short time series

Chabot Denis chabotd at globetrotter.net
Wed Apr 11 15:49:05 CEST 2007


recently I heard a talk where MAFA (min/max autocorrelation factor  
analysis) and DFA (dynamic factor analyses) were used to analyse  
short time series typical of fisheries data.

I searched on internet to learn more about these techniques and  
(hopefully) to learn how to perform them in R.

The articles I found actually all used a commercial software called  
Brodgar (www.brodgar.com). Interestingly, the later can link to R for  
graphical output and some analyses (like GAM) (i.e. Brodgar produces  
R scripts from choices users make in their GUI and sends them to R).

I would prefer to do the time series analysis in R. As there is no  
Mac version of Brodgar, I have even more incentive to do MAFA and DFA  
in R.

Does anyone know of a package to do such analyses? Maybe other names  
are used for these techniques, which would explain why I always end  
up at Brodgar when searching for MAFA?

Or maybe someone has written his/her own functions for such analyses  
and would agree to share them?


Denis Chabot

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