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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

Install

install.packages('nlts')

Monthly Downloads

205

Version

0.2-0

License

GPL

Maintainer

Ottar Bjornstad

Last Published

June 3rd, 2013

Functions in nlts (0.2-0)

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