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

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

## Documentation for package ‘SignalY’ version 1.1.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

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