Package: SignalY
Type: Package
Title: Signal Extraction from Panel Data via Bayesian Sparse Regression
        and Spectral Decomposition
Version: 1.1.2
Authors@R: 
    person("Jose Mauricio", "Gomez Julian", 
           email = "isadore.nabi@pm.me",
           role = c("aut", "cre"),
           comment = c(ORCID = "0009-0000-2412-3150"))
Author: Jose Mauricio Gomez Julian [aut, cre]
        (<https://orcid.org/0009-0000-2412-3150>)
Maintainer: Jose Mauricio Gomez Julian <isadore.nabi@pm.me>
Description: Provides a comprehensive toolkit for extracting latent
        signals from panel data through multivariate time series
        analysis. Implements spectral decomposition methods including
        wavelet multiresolution analysis via maximal overlap discrete
        wavelet transform, Percival and Walden (2000)
        <doi:10.1017/CBO9780511841040>, empirical mode decomposition
        for non-stationary signals, Huang et al. (1998)
        <doi:10.1098/rspa.1998.0193>, and Bayesian trend extraction via
        the Grant-Chan embedded Hodrick-Prescott filter, Grant and Chan
        (2017) <doi:10.1016/j.jedc.2016.12.007>. Features Bayesian
        variable selection through regularized Horseshoe priors,
        Piironen and Vehtari (2017) <doi:10.1214/17-EJS1337SI>, for
        identifying structurally relevant predictors from
        high-dimensional candidate sets. Includes dynamic factor model
        estimation, principal component analysis with bootstrap
        significance testing, and automated technical interpretation of
        signal morphology and variance topology.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.1.0)
Imports: stats, utils, parallel, waveslim (>= 1.8.4), EMD (>= 1.5.9),
        urca (>= 1.3.3)
Suggests: GPArotation, plotly, cmdstanr (>= 0.7.0), posterior (>=
        1.5.0), bayesplot (>= 1.10.0), loo (>= 2.6.0), testthat (>=
        3.0.0), knitr, rmarkdown, patchwork
Additional_repositories: https://mc-stan.org/r-packages/
VignetteBuilder: knitr
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
URL: https://github.com/IsadoreNabi/SignalY
BugReports: https://github.com/IsadoreNabi/SignalY/issues
NeedsCompilation: no
Packaged: 2026-10-05 12:08:19 UTC; root
Repository: https://isadorenabi.r-universe.dev
Date/Publication: 2026-07-31 20:08:37 UTC
RemoteUrl: https://github.com/IsadoreNabi/SignalY
RemoteRef: HEAD
RemoteSha: bd6b12bf95ccfd85d8e8aca952056e1458333111
