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timsac (version 1.2.7)

TIMe Series Analysis and Control package

Description

Functions for statistical analysis, prediction and control of time series.

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Version

Install

install.packages('timsac')

Monthly Downloads

863

Version

1.2.7

License

GPL (>= 2)

Maintainer

The of Statistical Mathematics

Last Published

May 15th, 2012

Functions in timsac (1.2.7)

blocar

Bayesian Method of Locally Stationary AR Model Fitting; Scalar Case

optsim

Optimal Control Simulation

bispec

Bispectrum

canoca

Canonical Correlation Analysis of Vector Time Series

fpeaut

FPE Auto

locarData

Non-stationary Test Data

mulrsp

Multiple Rational Spectrum

Powerplant

Power Plant Data

perars

Periodic Autoregression for a Scalar Time Series

Maximum Likelihood Computation of Markovian Model

tsmooth

Kalman Filter

mfilter

Linear Filtering on a Multivariate Time Series

Time series of Canadian lynx data

optdes

Optimal Controller Design

fftcor

Auto And/Or Cross Correlations via FFT

mlocar

Minimum AIC Method of Locally Stationary AR Model Fitting; Scalar Case

unimar

Univariate Case of Minimum AIC Method of AR Model Fitting

mulspe

Multiple Spectrum

armaimp

Calculate Characteristics of Scalar ARMA Model

xsarma

Exact Maximum Likelihood Method of Scalar ARMA Model Fitting

decomp

Time Series Decomposition (Seasonal Adjustment) by Square-Root Filter

Minimum AIC Method of Locally Stationary Multivariate AR Model Fitting

timsac-package

Time Series Analysis and Control Program Package

blomar

Bayesian Method of Locally Stationary Multivariate AR Model Fitting

simcon

Optimal Controller Design and Simulation

MYE1F

An earthquake wave data

tvvar

Time Varying Variance

Amerikamaru

Amerikamaru Data

tvar

Time Varying Coefficients AR model

nonstData

Non-stationary Test Data

autoarmafit

Automatic ARMA Model Fitting

baysea

Bayesian Seasonal Adjustment Procedure

fpec

AR model Fitting for Control

sglfre

Frequency Response Function (Single Channel)

mulnos

Relative Power Contribution

nonst

Non-stationary Power Spectrum Analysis

mulmar

Multivariate Case of Minimum AIC Method of AR Model Fitting

ngsmth

Non-Gaussian Smoothing

mulbar

Multivariate Bayesian Method of AR Model Fitting

covgen

Covariance Generation

bispecData

Univariate Test Data

unibar

Univariate Bayesian Method of AR Model Fitting

tvspc

Time Evolution of Power Spectra of Time Varying AR model

mulfrf

Frequency Response Function (Multiple Channel)

thirmo

Third Order Moments

bsubst

Bayesian Type All Subset Analysis

canarm

Canonical Correlation Analysis of Scalar Time Series

raspec

Rational Spectrum

wnoise

White Noise Generator

exsar

Exact Maximum Likelihood Method of Scalar AR Model Fitting