[R] MAFA and DFA for short time series
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
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?
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