Learn R Programming
⚠️There's a newer version (10.0) of this package.Take me there.

funtimes (version 5.0)

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.

Copy Link

Version

Install

install.packages('funtimes')

Monthly Downloads

634

Version

5.0

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

February 4th, 2018

Functions in funtimes (5.0)

BICC

BIC-Based Spatio-Temporal Clustering
ARest

Estimation of Autoregressive (AR) Parameters
CWindowCluster

Window-Level Time Series Clustering
CNeighbor

Neighborhood of Time Series
CSlideCluster

Slide-Level Time Series Clustering
CExpandSlideCluster

Slide-Level Time Series Cluster Expansion
CHomogeneity

Time Series Cluster Homogeneity
HVK

HVK Estimator
CExpandWindowCluster

Window-Level Time Series Cluster Expansion
DR

Downhill Riding (DR) Procedure
purity

Clustering Purity
wavk.test

WAVK Trend Test
notrend.test

Sieve Bootstrap Based Test for the Null Hypothesis of no Trend
WAVK

WAVK Statistic
i.tails

Interval-Based Tails Comparison
q.tails

Quantile-Based Tails Comparison
sync.test

Time Series Trend Synchronism Test