Downhill Riding (DR) Procedure
Window-Level Time Series Clustering
Estimation of Autoregressive (AR) Parameters
Testing for Change Points in Time Series via Polynomial Regression
Beale's Estimator and Sample Size
funtimes: Functions for Time Series Analysis
WAVK Statistic
Change Point Test for Regression
Interval-Based Tails Comparison
BIC-Based Spatio-Temporal Clustering
Change Point Detection in Autoregressive Time Series
Slide-Level Time Series Clustering
Cross-Correlation of Autocorrelated Time Series
HVK Estimator
Out-of-sample Tests of Granger Causality using (Restricted) Vector Autoregression
Out-of-sample Tests of Granger Causality
Change Point Detection in Time Series via a Linear Regression with Temporally Correlated
Errors
Clustering Purity
Time Series Clustering based on Trend Synchronism
Time Series Trend Synchronism Test
Quantile-Based Tails Comparison
Sieve Bootstrap Based Test for the Null Hypothesis of no Trend
Sieve Bootstrap Based Test for the Null Hypothesis of no Trend
Defunct functions in package funtimes .
Change Point Test for Regression
Deprecated functions in package funtimes .
Time Series Clustering based on Trend Synchronism
Interval-Based Tails Comparison
WAVK Trend Test
Quantile-Based Tails Comparison
Time Series Trend Synchronicity Test
WAVK Trend Test