Srho.ts-class

show,Srho.ts-method

A class for <code>Srho</code> for continuous data/time series.

classes

Implements an Entropy measure of dependence based on the Bhattacharya-Hellinger-Matusita distance. Can be used as a (nonlinear) autocorrelation/crosscorrelation function for continuous and categorical time series. The package includes tests for serial and cross dependence and nonlinearity based on it. Some routines have a parallel version that can be used in a multicore/cluster environment. The package makes use of S4 classes.

Simone Giannerini

tseriesEntropy

Entropy Based Analysis and Tests for Time Series

Srho.ts-class function

Objects can be created by calls of the form <code>new("Srho.ts", ...)</code>.

Objects from the Class

<dl>
 <dt><code>.Data</code>:</dt>
<dd>Object of class <code>"numeric"</code>: contains Srho computed on the data set.</dd> <dt><code>method</code>:</dt>
<dd>Object of class <code>"character"</code>: computation method, can be "integral" or "summation".</dd> <dt><code>bandwidth</code>:</dt>
<dd>Object of class <code>"character"</code>: bandwidth selection method.</dd> <dt><code>lags</code>:</dt>
<dd>Object of class <code>"integer"</code>: contains the lags at which Srho is computed.</dd> <dt><code>stationary</code>:</dt>
<dd>Object of class <code>"logical"</code>: <code>TRUE</code> if the stationary version is computed.</dd> <dt><code>data.type</code>:</dt>
<dd>Object of class <code>"character"</code>: contains the data type.</dd> <dt><code>notes</code>:</dt>
<dd>Object of class <code>"character"</code>: additional notes.</dd> 
</dl>

Slots

Class <code>"Srho"</code>, directly.

Extends

<dl>
 <dt>show</dt>
<dd><code>signature(object = "Srho.ts")</code>: ...</dd>	 
</dl>

Methods

Simone Giannerini&lt;simone.giannerini@unibo.it&gt;

Author

Class "Srho.ts" — Srho.ts-class

<dl>
 <dt><code>.Data</code>:</dt>
<dd>Object of class <code>"numeric"</code>: contains Srho computed on the data set.</dd>

 <dt><code>method</code>:</dt>
<dd>Object of class <code>"character"</code>: computation method, can be "integral" or "summation".</dd>

 <dt><code>bandwidth</code>:</dt>
<dd>Object of class <code>"character"</code>: bandwidth selection method.</dd>

 <dt><code>lags</code>:</dt>
<dd>Object of class <code>"integer"</code>: contains the lags at which Srho is computed.</dd>

 <dt><code>stationary</code>:</dt>
<dd>Object of class <code>"logical"</code>: <code>TRUE</code> if the stationary version is computed.</dd>

 <dt><code>data.type</code>:</dt>
<dd>Object of class <code>"character"</code>: contains the data type.</dd>

 <dt><code>notes</code>:</dt>
<dd>Object of class <code>"character"</code>: additional notes.</dd>

 
</dl>

<dl>
 <dt>show</dt>
<dd><code>signature(object = "Srho.ts")</code>: ...</dd>

	 
</dl>

Srho.ts-class: Class "Srho.ts"

Description

Arguments

Objects from the Class

Slots

Extends

Methods

Author

See Also

Examples