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funtimes (version 8.1)

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

8.1

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

August 14th, 2021

Functions in funtimes (8.1)

Topological Clustering using Betti Numbers

Estimation of Autoregressive (AR) Parameters

Change Point Detection in Autoregressive Time Series

BIC-Based Spatio-Temporal Clustering

Slide-Level Time Series Clustering

Change Point Test for Regression

funtimes-package

funtimes: Functions for Time Series Analysis

Interval-Based Tails Comparison

mcusum.test-defunct

Change Point Test for Regression

notrend.test-defunct

Sieve Bootstrap Based Test for the Null Hypothesis of no Trend

funtimes-deprecated

Deprecated functions in package funtimes.

funtimes-defunct

Defunct functions in package funtimes.

Time Series Trend Synchronism Test

Window-Level Time Series Clustering

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

Time Series Clustering based on Trend Synchronism

Beale's Estimator and Sample Size

sync.test-defunct

Time Series Trend Synchronism Test

Quantile-Based Tails Comparison

Downhill Riding (DR) Procedure

Sieve Bootstrap Based Test for the Null Hypothesis of no Trend

WAVK Trend Test

Clustering Purity

sync.cluster-defunct

Time Series Clustering based on Trend Synchronism

wavk.test-defunct

WAVK Trend Test

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

AuePolyReg_test

Testing for Change Points in Time Series via Polynomial Regression