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ftsa (version 1.2)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
3,002
Version
1.2
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
December 9th, 2009
Functions in ftsa (1.2)
Search functions
plot.fmres
Plot residuals from a fitted functional model.
isfe.fts
Integrated Squared Forecast Error for models of various orders
quantile.fts
Quantile functions for functional time series
residuals.fm
Compute residuals from a functional model
extract
Extract variables or observations
fbootstrap
Bootstrap independent and identically distributed functional data
plot.ftsf
Plot fitted model components for a functional time series model
var.fts
Variance functions for functional time series
summary.fm
Summary for functional time series model
median.fts
Median functions for functional time series
var
Variance
mean.fts
Mean functions for functional time series
sd
Standard deviation
forecast.ftsm
Forecast functional time series
cm.spline
Monotonic interpolating splines
error
Forecast error measure
ftsa-package
Functional time series analysis
plot.fm
Plot fitted model components for a functional model
median
Median
fplsrweightselect
Selecting an optimal weight parameter for the weighted functional partial least squares regression
sd.fts
Standard deviation functions for functional time series
ftsmweightselect
Selecting an optimal weight parameter for the weighted functional principal component regression
is.fts
Test for functional time series
fplsr
Functional partial least squares regression
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
diff.fts
Differences of a functional time series
ftsm
Fit functional time series model