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far (version 0.6-3)

Modelization for Functional AutoRegressive processes

Description

Modelizations and previsions functions for Functional AutoRegressive processes using nonparametric methods: functional kernel, estimation of the covariance operator in a subspace, ...

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Version

Install

install.packages('far')

Monthly Downloads

401

Version

0.6-3

License

LGPL-2.1

Maintainer

Damon Julien

Last Published

March 8th, 2010

Functions in far (0.6-3)

far

FARX(1) model estimation
select.fdata

Subscript of fdata
pred.persist

Forecasting using functional persistence
fapply

Apply functions over a fdata object
BaseK2BaseC

Changing Basis
simul.far

FAR(1) process simulation
simul.far.sde

FAR-SDE process simulation
predict.kerfon

Forecasting of functional kernel model
simul.farx

FARX(1) process simulation
maxfdata

Maxima of functional data
simul.far.wiener

FAR(1) process simulation with Wiener noise
is.na.fdata

Not Available / ``Missing'' Values
plot.fdata

Plot Functional Data
base.simul.far

Creating functional basis
predict.far

Forecasting of FARX(1) model
date.fdata

Extract the date of fdata
fdata

Functional Data class
multplot

Multivariate plots
coef.far

Extract Model Coefficients
simul.wiener

Wiener process simulation
far.cv

Cross Validation for FARX(1) model
orthonormalization

Orthonormalization of a set of a matrix
invgen

Generalized inverse of a Matrix
interpol.matrix

Interpolation matrix
kerfon

Functional Kernel estimation