summary.dfts

General summary function to view data overview. Several plots and test
statistics are returned to give a general view of the data. More details
can be found with more specialized functions.

Analyze functional data and its change points. Includes
functionality to store and process data, summarize and validate assumptions,
characterize and perform inference of change points, and provide
visualizations. Data is stored as discretely collected observations without
requiring the selection of basis functions. For more details see chapter 8
of Horvath and Rice (2024) <doi:10.1007/978-3-031-51609-2>. Additional papers
are forthcoming. Focused works are also included in the documentation of
corresponding functions.

Jeremy VanderDoes

fChange

Functional Change Point Detection and Analysis

Gregory Rice

Martin Wendler

summary.dfts function

<dl><dt>object</dt>
<dd>A dfts object or data which can be automatically converted to that
format. See <code>dfts()</code>.</dd>
<dt>changes</dt>
<dd>Vector of change locations, if there are any. Default is NULL.</dd>
<dt>lag.max</dt>
<dd>Max lags to consider for ACF. Default is 20.</dd>
<dt>d.max</dt>
<dd>Max number of dimensions for QQ-plot.</dd>
<dt>demean</dt>
<dd>Boolean if data should be demeaned based on changes and create
plots based on these residuals.</dd>
<dt>...</dt>
<dd>Data to pass into underlying functions like the KPSS, portmanteau,
and stationary tests. In general it is recommended to not use this and
instead apply the specialized functions directly.</dd></dl>

Arguments

Summary for dfts Object — summary.dfts

<dl>

<dt>object</dt>
<dd>A dfts object or data which can be automatically converted to that
format. See <code>dfts()</code>.</dd>


<dt>changes</dt>
<dd>Vector of change locations, if there are any. Default is NULL.</dd>


<dt>lag.max</dt>
<dd>Max lags to consider for ACF. Default is 20.</dd>


<dt>d.max</dt>
<dd>Max number of dimensions for QQ-plot.</dd>


<dt>demean</dt>
<dd>Boolean if data should be demeaned based on changes and create
plots based on these residuals.</dd>


<dt>...</dt>
<dd>Data to pass into underlying functions like the KPSS, portmanteau,
and stationary tests. In general it is recommended to not use this and
instead apply the specialized functions directly.</dd>

</dl>

summary.dfts: Summary for dfts Object

Description

Usage

Value

Arguments

See Also

Examples