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funtimes (version 2.0)

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

2.0

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

August 8th, 2015

Functions in funtimes (2.0)

CHomogeneity

Time series cluster homogeneity
CExpandWindowCluster

Window-level time series cluster expansion
CExpandSlideCluster

Slide-level time series cluster expansion
HVK

HVK estimator
CWindowCluster

Window-level time series clustering
q.tails

Quantile-based tails comparison
wavk.test

WAVK trend test
CNeighbor

Neighborhood of time series
i.tails

Interval-based tails comparison
sync.test

Time series trend synchronism test
WAVK

WAVK statistic
CSlideCluster

Slide-level time series clustering