[R-sig-eco] Dynamic factor analysis

[Gavin Simpson]

On Mon, 2011-11-07 at 16:38 -0500, Katherine Mills wrote:
> I am wondering if anyone knows of a R package that runs dynamic factor
> analysis, as described in Zuur et al, 2003.  (Estimating common trends in
> multivariate time series using dynamic factor analysis.  Environmetrics 14:
> 665-685.)
> 
> My initial searches have not been productive, but maybe this technique is
> listed under a different name??  Thanks in advance for any guidance.

See the MARSS package

http://cran.r-project.org/web/packages/MARSS/index.html

HTH

G

> Kathy Mills
> 
> 	[[alternative HTML version deleted]]
> 
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