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funtimes (version 8.0)

Functions for Time Series Analysis

Description

Includes nonparametric 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 bootstrap techniques and robust nonparametric difference-based estimators.

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Version

Install

install.packages('funtimes')

Monthly Downloads

489

Version

8.0

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

July 20th, 2021

Functions in funtimes (8.0)

AuePolyReg_test

Testing for Change Points in Time Series via Polynomial Regression

Estimation of Autoregressive (AR) Parameters

Window-Level Time Series Clustering

Change Point Detection in Autoregressive Time Series

Slide-Level Time Series Clustering

funtimes-deprecated

Deprecated functions in package funtimes.

BIC-Based Spatio-Temporal Clustering

Downhill Riding (DR) Procedure

Topological Clustering using Betti Numbers

funtimes-defunct

Defunct functions in package funtimes.

sync.test-defunct

Time Series Trend Synchronism Test

Time Series Clustering based on Trend Synchronism

Change Point Detection in Time Series via a Linear Regression with Temporally Correlated Errors

funtimes-package

funtimes: Functions for Time Series Analysis

notrend.test-defunct

Sieve Bootstrap Based Test for the Null Hypothesis of no Trend

Change Point Test for Regression

Beale's Estimator and Sample Size

sync.cluster-defunct

Time Series Clustering based on Trend Synchronism

Quantile-Based Tails Comparison

WAVK Trend Test

mcusum.test-defunct

Change Point Test for Regression

Interval-Based Tails Comparison

Clustering Purity

Sieve Bootstrap Based Test for the Null Hypothesis of no Trend

Cross-Correlation Function of Time Series with Sieve Bootstrap p-values

Time Series Trend Synchronism Test

wavk.test-defunct

WAVK Trend Test