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funtimes (version 9.0)

Functions for Time Series Analysis

Description

Nonparametric estimators and tests for time series analysis. The functions use bootstrap techniques and robust nonparametric difference-based estimators to test for the presence of possibly non-monotonic trends and for synchronicity of trends in multiple time series.

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Version

Install

install.packages('funtimes')

Monthly Downloads

467

Version

9.0

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

September 8th, 2022

Functions in funtimes (9.0)

causality_predVAR

Out-of-sample Tests of Granger Causality using (Restricted) Vector Autoregression
funtimes-deprecated

Deprecated functions in package funtimes.
funtimes-defunct

Defunct functions in package funtimes.
ccf_boot

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

Out-of-sample Tests of Granger Causality
cumsumCPA_test

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

funtimes: Functions for Time Series Analysis
i.tails

Interval-Based Tails Comparison
mcusum.test-defunct

Change Point Test for Regression
sync.cluster-defunct

Time Series Clustering based on Trend Synchronism
mcusum_test

Change Point Test for Regression
notrend.test-defunct

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

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

Time Series Trend Synchronicity Test
sync_cluster

Time Series Clustering based on Trend Synchronism
wavk_test

WAVK Trend Test
wavk.test-defunct

WAVK Trend Test
purity

Clustering Purity
q.tails

Quantile-Based Tails Comparison
sync.test-defunct

Time Series Trend Synchronism Test
AuePolyReg_test

Testing for Change Points in Time Series via Polynomial Regression
HVK

HVK Estimator
CWindowCluster

Window-Level Time Series Clustering
beales

Beale's Estimator and Sample Size
CSlideCluster

Slide-Level Time Series Clustering
DR

Downhill Riding (DR) Procedure
BICC

BIC-Based Spatio-Temporal Clustering
ARest

Estimation of Autoregressive (AR) Parameters
GombayCPA_test

Change Point Detection in Autoregressive Time Series
WAVK

WAVK Statistic