Signal Extraction from Panel Data via Bayesian Sparse Regression and Spectral Decomposition

Documentation for package ‘SignalY’ version 1.1.1

SignalY-package	SignalY: Signal Extraction from Panel Data via Bayesian Sparse Regression and Spectral Decomposition
apply_to_columns	Apply Function to Matrix Columns
compute_entropy	Compute Shannon Entropy
estimate_dfm	Dynamic Factor Model Estimation
filters	Signal Filtering Methods for Trend Extraction
filter_all	Apply Multiple Filters to a Series
filter_emd	Empirical Mode Decomposition Filter
filter_hpgc	Grant-Chan Embedded Hodrick-Prescott Filter
filter_wavelet	Wavelet Multiresolution Analysis Filter
fit_horseshoe	Fit Regularized Horseshoe Regression Model
horseshoe	Regularized Horseshoe Regression for Variable Selection
iplot	Interactive Plot for Signal Analysis
pca_bootstrap	Principal Component Analysis with Bootstrap Significance Testing
pca_dfm	Principal Component Analysis and Dynamic Factor Models
plot.signal_analysis	Plot Method for signal_analysis Objects
print.signal_analysis	Print Method for signal_analysis Objects
select_by_credible_interval	Select Variables Based on Credible Intervals
select_by_magnitude	Select Variables Based on Effect Magnitude
select_by_shrinkage	Select Variables Based on Shrinkage
SignalY	SignalY: Signal Extraction from Panel Data via Bayesian Sparse Regression and Spectral Decomposition
signal_analysis	Comprehensive Signal Analysis for Panel Data
summary.signal_analysis	Summary Method for signal_analysis Objects
test_unit_root	Comprehensive Unit Root Test Suite
unit_root	Unit Root and Stationarity Tests