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funtimes (version 6.1)

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

467

Version

6.1

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

April 15th, 2019

Functions in funtimes (6.1)

q.tails

Quantile-Based Tails Comparison
sync.test

Time Series Trend Synchronism Test
DR

Downhill Riding (DR) Procedure
sync.cluster

Time Series Clustering based on Trend Synchronism
wavk.test

WAVK Trend Test
CSlideCluster

Slide-Level Time Series Clustering
HVK

HVK Estimator
CWindowCluster

Window-Level Time Series Clustering
i.tails

Interval-Based Tails Comparison
mcusum.test

Change Point Test for Regression
ARest

Estimation of Autoregressive (AR) Parameters
beales

Beale's Estimator and Sample Size
WAVK

WAVK Statistic
BICC

BIC-Based Spatio-Temporal Clustering
notrend.test

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

Clustering Purity