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nlts (version 0.2-0)
(non)linear time series analysis
Description
R functions for (non)linear time series analysis. A core topic is order estimation through cross-validation.
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Version
1.0-2
0.2-2
0.2-0
0.1-9
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Install
install.packages('nlts')
Monthly Downloads
203
Version
0.2-0
License
GPL
Maintainer
Ottar Bjornstad
Last Published
June 3rd, 2013
Functions in nlts (0.2-0)
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plot.contingency.periodogram
Plots contingency periodograms
plot.ll.order
Plots nonparametric cross-validation for time-series order
spec.lomb
The funcion to estimate the Lomb periodogram for unevenly sampled data
print.ll.order
Prints nonparametric cross-validation for time-series order
portman.Q
The Ljung-Box test for whiteness in a time series.
plot.lomb
Plots Lomb periodograms
predict.ll.order
Predicted values from ll.order.
specar.ci
Confidence interval for the ar-spectrum and the dominant period.
mkx
Utility function
lin.order.cls
The order of a time series using cross-validation of the linear autoregressive model (conditional least-squares).
plot.specar.ci
Plots ar-spectra with CI's
summary.lin.order
Summarize linear cross-validation for time-series order
summary.lomb
Summarizes Lomb periodograms
prediction.profile.ll
Nonlinear forecasting at verying lags using local polynomial regression.
summary.ll.order
Summarize nonparametric cross-validation for time-series order
summary.specar.ci
Summarizes ar-spectra with CI's
contingency.periodogram
The contingency periodogram for periodicity in categorical time series
plot.ppll
Ploting function for prediction profile objects
lpx
Utility function
lin.test
A Tukey one-degree-of-freedom test for linearity in time series.
add.test
The Lagrange multiplier test for additivity in a timeseries
plodia
Time series of Meal Moth abundance
ll.order
Consistent nonlinear estimate of the order using local polynomial regression.
plot.lin.order
Plots linear cross-validation for time-series order