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funtimes (version 9.1)

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

1,324

Version

9.1

License

GPL (>= 2)

Maintainer

Vyacheslav Lyubchich

Last Published

March 21st, 2023

Functions in funtimes (9.1)

DR

Downhill Riding (DR) Procedure
CWindowCluster

Window-Level Time Series Clustering
ARest

Estimation of Autoregressive (AR) Parameters
AuePolyReg_test

Testing for Change Points in Time Series via Polynomial Regression
beales

Beale's Estimator and Sample Size
funtimes-package

funtimes: Functions for Time Series Analysis
WAVK

WAVK Statistic
mcusum.test-defunct

Change Point Test for Regression
i.tails-defunct

Interval-Based Tails Comparison
BICC

BIC-Based Spatio-Temporal Clustering
GombayCPA_test

Change Point Detection in Autoregressive Time Series
CSlideCluster

Slide-Level Time Series Clustering
ccf_boot

Cross-Correlation of Autocorrelated Time Series
HVK

HVK Estimator
causality_predVAR

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

Clustering Purity
sync.cluster-defunct

Time Series Clustering based on Trend Synchronism
sync.test-defunct

Time Series Trend Synchronism Test
q.tails-defunct

Quantile-Based Tails Comparison
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
funtimes-defunct

Defunct functions in package funtimes.
mcusum_test

Change Point Test for Regression
funtimes-deprecated

Deprecated functions in package funtimes.
sync_cluster

Time Series Clustering based on Trend Synchronism
tails_i

Interval-Based Tails Comparison
wavk.test-defunct

WAVK Trend Test
tails_q

Quantile-Based Tails Comparison
sync_test

Time Series Trend Synchronicity Test
wavk_test

WAVK Trend Test