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funtimes (version 2.2)

Functions for Time Series Analysis

Description

Includes non-parametric estimators and tests for time series analysis. The functions are 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

2.2

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

April 27th, 2016

Functions in funtimes (2.2)

CNeighbor

Neighborhood of time series
CExpandSlideCluster

Slide-level time series cluster expansion
CExpandWindowCluster

Window-level time series cluster expansion
CHomogeneity

Time series cluster homogeneity
sync.test

Time series trend synchronism test
wavk.test

WAVK trend test
HVK

HVK estimator
CSlideCluster

Slide-level time series clustering
CWindowCluster

Window-level time series clustering
WAVK

WAVK statistic