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ftsa (version 1.1)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
3,002
Version
1.1
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
October 8th, 2009
Functions in ftsa (1.1)
Search functions
extract
Extract variables or observations
mean.fts
Mean functions for functional time series
ftsm
Fit functional time series model
isfe.fts
Integrated Squared Forecast Error for models of various orders
median
Median
summary.fm
Summary for functional time series model
is.fts
Test for functional time series
var.fts
Variance functions for functional time series
plot.fmres
Plot residuals from a fitted functional model.
cm.spline
Monotonic interpolating splines
ftsa-package
Functional time series analysis
quantile.fts
Quantile functions for functional time series
sd.fts
Standard deviation functions for functional time series
error
Forecast error measure
fbootstrap
Bootstrap independent and identically distributed functional data
fplsr
Functional partial least squares regression
var
Variance
sd
Standard deviation
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
forecast.ftsm
Forecast functional time series
median.fts
Median functions for functional time series
plot.ftsf
Plot fitted model components for a functional time series model
diff.fts
Differences of a functional time series
residuals.fm
Compute residuals from a functional model
plot.fm
Plot fitted model components for a functional model