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ftsa (version 1.3)
Functional time series analysis
Description
Functions for functional time series
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Install
install.packages('ftsa')
Monthly Downloads
2,402
Version
1.3
License
GPL (>= 2)
Maintainer
Han Lin Shang
Last Published
December 20th, 2009
Functions in ftsa (1.3)
Search all functions
dynupdateweightselect
Selecting an optimal tuning parameter for the PLS and RR methods
fplsrweightselect
Selecting an optimal weight parameter for the weighted functional partial least squares regression
ftsa-package
Functional time series analysis
error
Forecast error measure
cm.spline
Monotonic interpolating splines
extract
Extract variables or observations
ftsmweightselect
Selecting an optimal weight parameter for the weighted functional principal component regression
fbootstrap
Bootstrap independent and identically distributed functional data
dynupdate
Dynamic updates via BM, OLS, RR and PLS methods
fplsr
Functional partial least squares regression
forecast.ftsm
Forecast functional time series
ftsm
Fit functional time series model
diff.fts
Differences of a functional time series
median
Median
plot.ftsf
Plot fitted model components for a functional time series model
quantile.fts
Quantile functions for functional time series
var.fts
Variance functions for functional time series
mean.fts
Mean functions for functional time series
sd
Standard deviation
sd.fts
Standard deviation functions for functional time series
is.fts
Test for functional time series
isfe.fts
Integrated Squared Forecast Error for models of various orders
plot.fm
Plot fitted model components for a functional model
var
Variance
summary.fm
Summary for functional time series model
plot.fmres
Plot residuals from a fitted functional model.
residuals.fm
Compute residuals from a functional model
median.fts
Median functions for functional time series