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funtimes (version 1.0)

Functions for Time Series Analysis

Description

Includes non-parametric estimators and tests for time series analysis. The functions allow to test for presence of possibly non-monotonic trends and for synchronism of trends in multiple time series, using modern bootstrap techniques and robust non-parametric difference-based estimators.

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Version

Install

install.packages('funtimes')

Monthly Downloads

634

Version

1.0

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

January 27th, 2015

Functions in funtimes (1.0)

wavk.test

WAVK test
WAVK

WAVK statistic
HVK

HVK estimator
sync.test

sync test